//+------------------------------------------------------------------+
//| Fisher_org_v1.2.mq4 |
//| Copyright © 2006, Forex-TSD.com |
//| Written by IgorAD,igorad2003@yahoo.co.uk |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Forex-TSD.com "
#property link "http://www.forex-tsd.com/"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 LightBlue
#property indicator_color2 Tomato
//---- input parameters
extern int Length=10;
extern int Price=4;
extern int NumBars=0;
extern bool ROCFish = false;
//---- buffers
double Buffer[];
double Value [];
double Fisher[];
int init()
{
IndicatorBuffers(3);
SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,1);
SetIndexStyle(1,DRAW_LINE,STYLE_DOT,1);
SetIndexBuffer(1,Buffer);
SetIndexBuffer(0,Fisher);
SetIndexBuffer(2,Value);
IndicatorShortName ("FisherTransform(" + Length + "," + Price + ")");
SetIndexLabel (0, "Fish");
SetIndexLabel (1, "Trigger");
SetIndexDrawBegin(0,Length);
SetIndexDrawBegin(1,Length);
return(0);
}
//+------------------------------------------------------------------+
//| Fisher_org_v1 |
//+------------------------------------------------------------------+
int start()
{
int shift;
double smin=0,smax=0,maxfish=-1000000,minfish=1000000;
if (NumBars>0) int NBars=NumBars; else NBars=Bars;
for(shift=NBars;shift>=0;shift--)
{
Buffer[shift]=0.0;
Value [shift]=0.0;
Fisher[shift]=0.0;
}
for(shift=NBars-2-Length;shift>=0;shift--)
{
smax = High[Highest(NULL,0,MODE_HIGH,Length,shift)];
smin = Low[Lowest(NULL,0,MODE_LOW,Length,shift)];
double price = iMA(NULL,0,1,0,0,Price,shift);
if (smax==smin) smax=smin+Point;
double wpr=(price-smin)/(smax-smin);
Value[shift] = 0.33*2*(wpr-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];
if (ROCFish)
Buffer[shift] = (Fisher[shift]-Fisher [shift+1])*10;
else Buffer[shift] = Fisher [shift+1];
}
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
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: