//+------------------------------------------------------------------+
//| StepFisher_v1.mq4 |
//| Copyright © 2006, TrendLaboratory Ltd. |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//| E-mail: igorad2004@list.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, TrendLaboratory Ltd."
#property link "http://finance.groups.yahoo.com/group/TrendLaboratory"
#property indicator_separate_window
#property indicator_maximum 4.5
#property indicator_minimum -4.5
#property indicator_buffers 2
#property indicator_color1 LightBlue
#property indicator_color2 Orange
//---- input parameters
extern int Length=10;
extern int Price=4;
extern int Shift=1;
extern double Kv=1.0;
extern int NumBars=0;
//---- indicator buffers
double UpBuffer[];
double DnBuffer[];
double Fisher[];
double Value[];
double smax[];
double smin[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- indicator line
IndicatorBuffers(6);
SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,1);
SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,1);
SetIndexBuffer(0,UpBuffer);
SetIndexBuffer(1,DnBuffer);
SetIndexBuffer(2,Fisher);
SetIndexBuffer(3,Value);
SetIndexBuffer(4,smax);
SetIndexBuffer(5,smin);
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
//---- name for DataWindow and indicator subwindow label
short_name="StepFisher v1("+Length+","+Price+","+Kv+")";
IndicatorShortName(short_name);
SetIndexLabel(0,"Fish");
SetIndexLabel(1,"Trigger");
//----
SetIndexDrawBegin(0,Length);
SetIndexDrawBegin(1,Length);
//----
return(0);
}
//+------------------------------------------------------------------+
//| StepFisher_v2 |
//+------------------------------------------------------------------+
int start()
{
int shift,trend;
double ATR0,ATRmax=-10000000;
double line,bsmin,bsmax;
if (NumBars>0) int NBars=NumBars; else NBars=Bars;
for(shift=NBars;shift>=0;shift--)
{
UpBuffer[shift]=0.0;
DnBuffer[shift]=0.0;
smax[shift]=0.0;
smin[shift]=0.0;
Value [shift]=0.0;
Fisher[shift]=0.0;
}
for(shift=NBars-1-Length;shift>=0;shift--)
{
ATR0 = iATR(NULL,0,Length,shift);
ATRmax=MathMax(ATR0,ATRmax);
double StepSize=(Kv*ATRmax);
smax[shift]=Close[shift]+2*StepSize;
smin[shift]=Close[shift]-2*StepSize;
if(Close[shift]>smax[shift+1]) trend=1;
if(Close[shift]<smin[shift+1]) trend=-1;
if(trend>0)
{
if(smin[shift]<smin[shift+1]) smin[shift]=smin[shift+1];
line=smin[shift]+StepSize;
}
if(trend<0)
{
if(smax[shift]>smax[shift+1]) smax[shift]=smax[shift+1];
line=smax[shift]-StepSize;
}
bsmin=line-StepSize;
bsmax=line+StepSize;
double price = iMA(NULL,0,1,0,0,Price,shift);
if (bsmax==bsmin) bsmax=bsmin+0.0001;
double sto=(price-bsmin)/(bsmax-bsmin);
Value[shift] = 0.33*2*(sto-0.5) + 0.67*Value[shift+1];
if (Value[shift]> 0.99) Value[shift]= 0.999;
if (Value[shift]<-0.99) Value[shift]=-0.999;
Fisher[shift] = 0.5*MathLog((1.0+Value[shift])/(1.0-Value[shift]))+0.5*Fisher[shift+1];
UpBuffer[shift] = Fisher[shift];
DnBuffer[shift] = Fisher[shift+Shift];
}
return(0);
}
Sample
image not available
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Indicator of the average true range
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: