//+------------------------------------------------------------------+
//| |
//| Copyright © 2000-2007, MetaQuotes Software Corp. |
//| http://www.metaquotes.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, Yura Prokofiev"
#property link "Yura.prokofiev@gmail.com"
//----
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Black
#property indicator_color2 Lime
#property indicator_color3 Red
//----
extern int period=10;
//----
double ExtBuffer0[];
double ExtBuffer1[];
double ExtBuffer2[];
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
SetIndexStyle(0,DRAW_NONE);
SetIndexStyle(1,DRAW_HISTOGRAM);
SetIndexStyle(2,DRAW_HISTOGRAM);
IndicatorDigits(Digits+1);
//
SetIndexBuffer(0,ExtBuffer0);
SetIndexBuffer(1,ExtBuffer1);
SetIndexBuffer(2,ExtBuffer2);
//
IndicatorShortName("Fisher_Yur4ik");
SetIndexLabel(1,NULL);
SetIndexLabel(2,NULL);
//----
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
//int period=10;
int limit;
int counted_bars=IndicatorCounted();
double prev,current,old;
double Value=0,Value1=0,Value2=0,Fish=0,Fish1=0,Fish2=0;
double price;
double MinL=0;
double MaxH=0;
//----
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;
//----
for(int i=0; i<limit; i++)
{ MaxH=High[Highest(NULL,0,MODE_HIGH,period,i)];
MinL=Low[Lowest(NULL,0,MODE_LOW,period,i)];
price=(High[i]+Low[i])/2;
Value=0.33*2*((price-MinL)/(MaxH-MinL)-0.5) + 0.67*Value1;
Value=MathMin(MathMax(Value,-0.999),0.999);
ExtBuffer0[i]=0.5*MathLog((1+Value)/(1-Value))+0.5*Fish1;
Value1=Value;
Fish1=ExtBuffer0[i];
}
bool up=true;
for(i=limit-2; i>=0; i--)
{
current=ExtBuffer0[i];
prev=ExtBuffer0[i+1];
//----
if (((current<0)&&(prev>0))||(current<0)) up= false;
if (((current>0)&&(prev<0))||(current>0)) up= true;
if(!up)
{
ExtBuffer2[i]=current;
ExtBuffer1[i]=0.0;
}
else
{
ExtBuffer1[i]=current;
ExtBuffer2[i]=0.0;
}
}
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_NONE
Implements a curve of type DRAW_HISTOGRAM
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: