indicators/Fisher Transform over Stochastic Oscillator.mq4

   1 //+------------------------------------------------------------------+\r
   2 //|                                               RAVI FX Fisher.mq4 |\r
   3 //|                         Copyright © 2005, Luis Guilherme Damiani |\r
   4 //|                                      http://www.damianifx.com.br |\r
   5 //+------------------------------------------------------------------+\r
   6 #property copyright "Copyright © 2005, Luis Guilherme Damiani"\r
   7 #property link      "http://www.damianifx.com.br"\r
   8 \r
   9 #property indicator_separate_window\r
  10 #property indicator_buffers 3\r
  11 #property indicator_color1 Lime\r
  12 #property indicator_color2 Red\r
  13 #property indicator_color3 Yellow\r
  14 \r
  15 //---- input parameters\r
  16 extern int       lenth=10;\r
  17 extern int       maxbars=2000;\r
  18 \r
  19 \r
  20 //---- buffers\r
  21 double FishBuffer[];\r
  22 double SignalBuffer[];\r
  23 double AuxBuffer[];\r
  24 \r
  25 //+------------------------------------------------------------------+\r
  26 //| Custom indicator initialization function                         |\r
  27 //+------------------------------------------------------------------+\r
  28 int init()\r
  29   {\r
  30 //---- indicators\r
  31    SetIndexStyle(0,DRAW_LINE);\r
  32    SetIndexBuffer(0,FishBuffer);\r
  33    SetIndexStyle(1,DRAW_LINE);\r
  34    SetIndexBuffer(1,SignalBuffer);\r
  35    SetIndexStyle(2,DRAW_LINE);\r
  36    SetIndexBuffer(2,AuxBuffer);\r
  37    SetLevelValue(0,0.8);\r
  38    SetLevelValue(1,-0.8);\r
  39    ArrayInitialize(FishBuffer,0);\r
  40    ArrayInitialize(SignalBuffer,0);\r
  41    ArrayInitialize(AuxBuffer,0);\r
  42 //----\r
  43    return(0);\r
  44   }\r
  45 //+------------------------------------------------------------------+\r
  46 //| Custor indicator deinitialization function                       |\r
  47 //+------------------------------------------------------------------+\r
  48 int deinit()\r
  49   {\r
  50 //---- \r
  51    \r
  52 //----\r
  53    return(0);\r
  54   }\r
  55 //+------------------------------------------------------------------+\r
  56 //| Custom indicator iteration function                              |\r
  57 //+------------------------------------------------------------------+\r
  58 \r
  59 int start()\r
  60   {\r
  61       int    counted_bars=IndicatorCounted();\r
  62       Comment(Bars,"  ", counted_bars);\r
  63       //double Normalized=0;\r
  64       //double Fish=0;\r
  65       //---- check for possible errors\r
  66       if(counted_bars<0) return(-1);\r
  67       int limit=Bars-counted_bars;\r
  68       if(limit>maxbars)limit=maxbars;      \r
  69       if (limit>Bars-lenth-1)limit=Bars-lenth-1;   \r
  70       //---- \r
  71       for (int shift = limit; shift>=0;shift--)\r
  72       {\r
  73               AuxBuffer[shift]=0.5*(iStochastic(NULL,0,lenth,2,1,MODE_SMA,0,MODE_MAIN,shift)/100-0.5)*2+0.5*AuxBuffer[shift+1];  \r
  74               \r
  75               FishBuffer[shift]= 0.25* MathLog((1+AuxBuffer[shift])/(1-AuxBuffer[shift]))+0.5*FishBuffer[shift+1];       \r
  76          SignalBuffer[shift]=FishBuffer[shift+1];\r
  77          \r
  78        }\r
  79    \r
  80 //----\r
  81    return(0);\r
  82   }\r
  83 //+------------------------------------------------------------------+