//+------------------------------------------------------------------+
//| FN Signal.mq4 |
//| Belomor |
//| belomor@inbox.ru |
//+------------------------------------------------------------------+
#property copyright "Belomor"
#property link "belomor@inbox.ru"
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Green
#property indicator_color2 Red
#property indicator_color3 Silver
#property indicator_level1 1
#property indicator_level2 2
#property indicator_level3 -1
#property indicator_level4 -2
//---- input parameters
extern int FN=34;
extern double Deviation=3.0;
extern int FastEMA=5;
extern int SlowEMA=13;
//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
double ExtMapBuffer3[];
double ExtMapBuffer4[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorBuffers(4);
SetIndexStyle(0,DRAW_HISTOGRAM,STYLE_SOLID,2);
SetIndexStyle(1,DRAW_HISTOGRAM,STYLE_SOLID,2);
SetIndexStyle(2,DRAW_LINE,STYLE_DOT);
SetIndexBuffer(1,ExtMapBuffer2);
SetIndexBuffer(0,ExtMapBuffer1);
SetIndexBuffer(2,ExtMapBuffer3);
SetIndexBuffer(3,ExtMapBuffer4);
if(FN<2)
FN=2;
if(Deviation<0)
Deviation=1;
if(FastEMA<1)
FastEMA=1;
if(SlowEMA<1)
SlowEMA=1;
IndicatorShortName("FN Signal ("+FN+","+FastEMA+","+SlowEMA+")");
SetIndexDrawBegin(0,FN+SlowEMA);
SetIndexDrawBegin(1,FN+SlowEMA);
SetIndexDrawBegin(2,FN+SlowEMA);
SetIndexLabel(0,"FN Up");
SetIndexLabel(1,"FN Down");
SetIndexLabel(2,"Signal");
SetIndexEmptyValue(0,0);
SetIndexEmptyValue(1,0);
IndicatorDigits(4);
//----
return(0);
}
double NormalizedX(int F_period, int i)
{
double result;
double A;
double S;
double C;
if(i<Bars-F_period)
{
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);
result=(C-A)/S;
}
else
result=0;
return(result);
}
double FisherNormalizedX(int F_period, double Dev, int i)
{
double result;
double X;
if(i<Bars-F_period && Dev>0)
{
X=NormalizedX(F_period,i)/Dev;
if(X>0.99)
X=0.99;
if(X<-0.99)
X=-0.99;
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++)
ExtMapBuffer4[i]=FisherNormalizedX(FN,Deviation,i);
for(i=0; i<limit; i++)
ExtMapBuffer3[i]=iMAOnArray(ExtMapBuffer4,Bars,SlowEMA,0,MODE_EMA,i);
for(i=0; i<limit; i++)
{
if(iMAOnArray(ExtMapBuffer4,Bars,FastEMA,0,MODE_EMA,i)>ExtMapBuffer3[i])
{
ExtMapBuffer1[i]=iMAOnArray(ExtMapBuffer4,Bars,FastEMA,0,MODE_EMA,i);
ExtMapBuffer2[i]=0;
}
else
{
ExtMapBuffer1[i]=0;
ExtMapBuffer2[i]=iMAOnArray(ExtMapBuffer4,Bars,FastEMA,0,MODE_EMA,i);
}
}
//---- 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
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Standard Deviation indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: