ColorFisher_m11

ÿþ//+------------------------------------------------------------------+

//|                                              ColorFisher_m11.mq5 | 

//|                                  Copyright © 23.07.2006, MartinG |

//|                                http://home.arcor.de/cam06/fisher |

//+------------------------------------------------------------------+

#property copyright "Copyright © 23.07.2006, MartinG"

#property link      "http://home.arcor.de/cam06/fisher"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2

#property indicator_buffers 2 

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

//+-----------------------------------+

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0   |

//+-----------------------------------+

//---- >B@8A>2:0 8=48:0B>@0 2 2845 <=>3>F25B=>9 38AB>3@0<<K

#property indicator_type1   DRAW_COLOR_HISTOGRAM

//---- 2 :0G5AB25 F25B>2 B@5EF25B=>9 38AB>3@0<<K 8A?>;L7>20=K

#property indicator_color1  clrDeepSkyBlue,clrBlue,clrGray,clrPurple,clrHotPink

//---- 38AB>3@0<<K 8=48:0B>@0 - =5?@5@K2=0O :@820O

#property indicator_style1  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width1  2

//---- >B>1@065=85 <5B:8 8=48:0B>@0

#property indicator_label1  "ColorFisher_m11"

//+-----------------------------------+

//|  %+  " + "      |

//+-----------------------------------+

input uint    RangePeriods=10;

input double  PriceSmoothing=0.3;

input double  IndexSmoothing=0.3;

input double  HighLevel=+1.01;         // C@>25=L ?5@570:C?0

input double  LowLevel=-1.01;          // C@>25=L ?5@5?@>40==>AB8

input int     Shift=0; // !4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

//+-----------------------------------+



//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double IndBuffer[];

double ColorIndBuffer[];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int min_rates_total,min_rates_1;

//+------------------------------------------------------------------+   

//| Custom indicator initialization function                         | 

//+------------------------------------------------------------------+ 

void OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

   min_rates_total=int(RangePeriods)+1;

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(1,ColorIndBuffer,INDICATOR_COLOR_INDEX);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname="";

   StringConcatenate(shortname,"Fisher_m11(",RangePeriods,", ",DoubleToString(PriceSmoothing,2),", ",DoubleToString(IndexSmoothing,2),", ",Shift,")");

//---- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);



//---- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,2);

//---- :>;8G5AB2>  3>@87>=B0;L=KE C@>2=59 8=48:0B>@0 3   

   IndicatorSetInteger(INDICATOR_LEVELS,3);

//---- 7=0G5=8O 3>@87>=B0;L=KE C@>2=59 8=48:0B>@0   

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,HighLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,0.0);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,LowLevel);

//---- 2 :0G5AB25 F25B>2 ;8=89 3>@87>=B0;L=KE C@>2=59 8A?>;L7>20=K

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrMediumSeaGreen);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrGray);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,clrRed);

//---- 2 ;8=88 3>@87>=B0;L=>3> C@>2=O 8A?>;L7>20= :>@>B:89 HB@8E-?C=:B8@  

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOTDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_DASHDOTDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,2,STYLE_DASHDOTDOT);

//---- 7025@H5=85 8=8F80;870F88

  }

//+------------------------------------------------------------------+ 

//| Custom indicator iteration function                              | 

//+------------------------------------------------------------------+ 

int OnCalculate(const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                const datetime &time[],

                const double &open[],

                const double &high[],

                const double &low[],

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[])

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AG5B0

   if(rates_total<min_rates_total) return(0);



//---- 1JO2;5=85 ?5@5<5==KE A ?;020NI59 B>G:>9  

   double  LowestLow,HighestHigh,GreatestRange,MidPrice,diff,res;

   double  PriceLocation,SmoothedLocation,FishIndex,Fish;

   static double Fish_prev;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 8 ?>;CG5=85 C65 ?>AG8B0==KE 10@>2

   int first,bar,clr;

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);



//---- @0AG5B AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AG5B0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

     {

      first=1; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

      Fish_prev=0.0;

     }

   else first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2



//---- A=>2=>9 F8:; @0AG5B0 8=48:0B>@0

   for(bar=first; bar<rates_total && !IsStopped(); bar++)

     {

      int barx=rates_total-1-bar;

      HighestHigh=high[ArrayMaximum(high,barx,RangePeriods)];

      LowestLow=low[ArrayMinimum(low,barx,RangePeriods)];

      

      res=0.1*_Point;

      if(HighestHigh-LowestLow<res) HighestHigh=LowestLow+res;

      GreatestRange=HighestHigh-LowestLow;

      MidPrice=(high[barx]+low[barx])/2.0;

      //---- PriceLocation in current Range 

      if(GreatestRange)

        {

         PriceLocation=(MidPrice-LowestLow)/GreatestRange;

         PriceLocation=2.0*PriceLocation-1.0;           // ->  -1 < PriceLocation < +1

        }

      else PriceLocation=+0.99;

      //---- Smoothing of PriceLocation     

      Fish=PriceSmoothing*Fish_prev+(1.0-PriceSmoothing)*PriceLocation;

      SmoothedLocation=Fish;

      SmoothedLocation=MathMin(SmoothedLocation,+0.99); // verhindert, dass MathLog unendlich wird

      SmoothedLocation=MathMax(SmoothedLocation,-0.99); // verhindert, dass MathLog minuns unendlich wird

      //---- FisherIndex

      diff=1.0-SmoothedLocation;

      if(diff) FishIndex=MathLog((1+SmoothedLocation)/diff);

      else FishIndex=NULL;

      //---- Smoothing of FisherIndex

      IndBuffer[bar]=IndexSmoothing*IndBuffer[bar-1]+(1.0-IndexSmoothing)*FishIndex;



      if(bar<rates_total-1)

        {

         Fish_prev=Fish;

        }

     }



//---- :>@@5:B8@>2:0 7=0G5=8O ?5@5<5==>9 first

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

      first=min_rates_total; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2



//---- A=>2=>9 F8:; @0A:@0A:8 A83=0;L=>9 ;8=88

   for(bar=first; bar<rates_total && !IsStopped(); bar++)

     {

      clr=2;

      if(IndBuffer[bar]>0)

        {

         if(IndBuffer[bar]>HighLevel) clr=0;

         else clr=1;

        }

      if(IndBuffer[bar]<0)

        {

         if(IndBuffer[bar]<LowLevel) clr=4;

         else clr=3;

        }

      ColorIndBuffer[bar]=clr;

     }

//----     

   return(rates_total);

  }

//+------------------------------------------------------------------+