//+------------------------------------------------------------------+ //| FNCD.mq4 | //| Belomor | //| belomor@inbox.ru | //+------------------------------------------------------------------+ #property copyright "Belomor" #property link "belomor@inbox.ru" #property indicator_separate_window #property indicator_buffers 2 #property indicator_color1 Yellow #property indicator_color2 Red #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[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- indicators IndicatorBuffers(3); SetIndexStyle(0,DRAW_LINE); SetIndexStyle(1,DRAW_LINE,STYLE_DOT); SetIndexBuffer(0,ExtMapBuffer1); SetIndexBuffer(1,ExtMapBuffer2); SetIndexBuffer(2,ExtMapBuffer3); if(FN<2) FN=2; if(Deviation<0) Deviation=1; if(FastEMA<1) FastEMA=1; if(SlowEMA<1) SlowEMA=1; IndicatorShortName("FNCD ("+FN+","+FastEMA+","+SlowEMA+")"); SetIndexDrawBegin(0,FN+FastEMA); SetIndexDrawBegin(1,FN+SlowEMA); SetIndexLabel(0,"Fast FN"); SetIndexLabel(1,"Slow FN"); 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++) ExtMapBuffer3[i]=FisherNormalizedX(FN,Deviation,i); for(i=0; i<limit; i++) { ExtMapBuffer1[i]=iMAOnArray(ExtMapBuffer3,Bars,FastEMA,0,MODE_EMA,i); ExtMapBuffer2[i]=iMAOnArray(ExtMapBuffer3,Bars,SlowEMA,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_LINE
Indicators Used:
Moving average indicator
Standard Deviation indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: