//+------------------------------------------------------------------+
//| Discipline |
//| Copyright © 1999-2008, MetaQuotes Software Corp. |
//| FX_FISH |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, Kiko Segui"
#property link "webtecnic@terra.es"
//----
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Lime
#property indicator_color2 Red
//----
double buffer1[];
double buffer2[];
//----
extern int period=10;
extern int price=0; // 0 or other = (H+L)/2
// 1 = Open
// 2 = Close
// 3 = High
// 4 = Low
// 5 = (H+L+C)/3
// 6 = (O+C+H+L)/4
// 7 = (O+C)/2
extern bool Mode_Fast=false;
extern bool Signals =true;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
SetIndexStyle(0,DRAW_HISTOGRAM,STYLE_SOLID,2,Lime);
SetIndexBuffer(0,buffer1);
SetIndexStyle(1,DRAW_HISTOGRAM,STYLE_SOLID,2,Red);
SetIndexBuffer(1,buffer2);
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int deinit()
{
int i;
double tmp;
//----
for(i=0;i<Bars;i++)
{
ObjectDelete("Sel"+DoubleToStr(i,0));
ObjectDelete("Buy"+DoubleToStr(i,0));
ObjectDelete("Exit"+DoubleToStr(i,0));
}
return(0);
}
double Value=0,Value1=0,Value2=0,Fish=0,Fish1=0,Fish2=0;
int buy=0,sell=0;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
int i;
int barras;
double _price;
double tmp;
double MinL=0;
double MaxH=0;
double Threshold=1.2;
//----
barras=Bars;
if(Mode_Fast) barras=100;
i=barras-period-1;
while(i>=0)
{
MaxH=High[Highest(NULL,0,MODE_HIGH,period,i)];
MinL= Low[ Lowest(NULL,0,MODE_LOW, period,i)];
switch(price)
{
case 0: _price=(High[i]+Low[i])/2; break;
case 1: _price= Open[i]; break;
case 2: _price= Close[i]; break;
case 3: _price= High[i]; break;
case 4: _price= Low[i]; break;
case 5: _price=(High[i]+Low[i]+Close[i])/3; break;
case 6: _price=(Open[i]+High[i]+Low[i]+Close[i])/4; break;
case 7: _price=(Open[i]+Close[i])/2; break;
default: _price=(High[i]+Low[i])/2; break;
}
Value=0.33*2*((_price-MinL)/(MaxH-MinL)-0.5) + 0.67*Value1;
Value=MathMin(MathMax(Value,-0.999),0.999);
Fish =0.5*MathLog((1+Value)/(1-Value))+0.5*Fish1;
buffer1[i]=0;
buffer2[i]=0;
//----
if((Fish<0) && (Fish1>0))
{
if(Signals)
{
ObjectCreate("Exit"+DoubleToStr(i,0),OBJ_ARROW,0,Time[i],_price);
ObjectSet("Exit"+DoubleToStr(i,0),OBJPROP_ARROWCODE,251);
ObjectSet("Exit"+DoubleToStr(i,0),OBJPROP_COLOR,Red);
}
buy=0;
}
if((Fish>0) && (Fish1<0))
{
if(Signals)
{
ObjectCreate("Exit"+DoubleToStr(i,0),OBJ_ARROW,0,Time[i],_price);
ObjectSet("Exit"+DoubleToStr(i,0),OBJPROP_ARROWCODE,251);
ObjectSet("Exit"+DoubleToStr(i,0),OBJPROP_COLOR,Red);
}
sell=0;
}
if(Fish>=0)
{ buffer1[i]=Fish; }
else
{ buffer2[i]=Fish; }
tmp=i;
if((Fish<-Threshold) && (Fish>Fish1) && (Fish1<=Fish2))
{
if (Signals)
{
ObjectCreate("Sel"+DoubleToStr(i,0),OBJ_ARROW,0,Time[i],High[i]+5*Point);
ObjectSet("Sel"+DoubleToStr(i,0),OBJPROP_ARROWCODE,226);
ObjectSet("Sel"+DoubleToStr(i,0),OBJPROP_COLOR,Red);
}
sell=1;
}
if((Fish>Threshold) && (Fish<Fish1) && (Fish1>=Fish2))
{
if (Signals)
{
ObjectCreate("Buy"+DoubleToStr(i,0),OBJ_ARROW,0,Time[i],Low[i]-5*Point);
ObjectSet("Buy"+DoubleToStr(i,0),OBJPROP_ARROWCODE,225);
ObjectSet("Buy"+DoubleToStr(i,0),OBJPROP_COLOR,Aqua);
}
buy=1;
}
Value1=Value;
Fish2=Fish1;
Fish1=Fish;
i--;
}
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains open prices of each bar
Series array that contains close prices for each bar
Series array that contains open time of each bar
Indicator Curves created:
Implements a curve of type DRAW_HISTOGRAM
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: