//+------------------------------------------------------------------+
//| FN Diver Osc.mq4 |
//| Belomor |
//| belomor@inbox.ru |
//+------------------------------------------------------------------+
#property copyright "Belomor"
#property link "belomor@inbox.ru"
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Silver
//---- input parameters
extern int FN=26;
if(FN<2)
FN=2;
extern int Smoothing=5;
if(Smoothing<1)
Smoothing=1;
extern int Shift=1;
if(Shift<0)
Shift=1;
extern double Deviation=3;
if(Deviation<0)
Deviation=1;
//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorBuffers(2);
SetIndexStyle(0,DRAW_HISTOGRAM,STYLE_SOLID,2);
SetIndexBuffer(0,ExtMapBuffer1);
SetIndexBuffer(1,ExtMapBuffer2);
SetIndexDrawBegin(0,FN+Shift);
IndicatorShortName("FN Diver Osc ("+FN+","+Smoothing+","+Shift+")");
SetIndexLabel(0,"FN Diver");
IndicatorDigits(4);
//----
return(0);
}
double FisherX(int F_period, double Dev, int i)
{
double result;
double A;
double S;
double C;
double X;
double D;
if(i<Bars-F_period)
{
D=Dev;
C=Close[i];
A=iMA(NULL,0,F_period,0,MODE_SMA,PRICE_CLOSE,i);
S=iStdDev(NULL,0,F_period,MODE_SMA,0,PRICE_CLOSE,i);
X=(C-A)/(D*S);
}
else
result=0;
if(X>0.99)
X=0.99;
if(X<-0.99)
X=-0.99;
result=X;
return(result);
}
double FisherY(int F_period, double Dev, int i)
{
double result;
double X;
if(i<Bars-F_period)
{
X=FisherX(F_period,Dev,i);
result=0.5*MathLog((1+X)/(1-X));
}
else
result=0;
return(result);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int limit;
int counted_bars=IndicatorCounted();
//---- check for possible errors
if(counted_bars<0) return(-1);
//---- last counted bar will be recounted
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;
for(int i=0; i<limit; i++)
ExtMapBuffer2[i]=FisherY(FN,Deviation,i);
for(i=0; i<limit; i++)
ExtMapBuffer1[i]=iMAOnArray(ExtMapBuffer2,Bars,Smoothing,0,MODE_EMA,i)-iMAOnArray(ExtMapBuffer2,Bars,Smoothing,0,MODE_EMA,i+Shift);
//---- done
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_HISTOGRAM
Indicators Used:
Moving average indicator
Standard Deviation indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: