Indicators Used
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Fisher Transform for CCO, COGO or RVI
//+------------------------------------------------------------------+
//| |
//| Copyright © 2006, Luis Guilherme Damiani |
//| http://www.damianifx.com.br |
//|
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Luis Guilherme Damiani"
#property link "http://www.damianifx.com.br"
#property indicator_buffers 2
#property indicator_separate_window
//#property indicator_chart_window
#property indicator_color1 Yellow
#property indicator_color2 Blue
#property indicator_maximum 0.8
//#property indicator_color3 Purple
//---- input parameters
extern int length=8;
extern int maxbars=1000;
extern bool mean_signal=false;
extern string Base_Oscillator_Choice="0= Cyber Cycle, 1= CG, 2= RVI, other= RSI(12) ----------------";
extern int Osc_Choice=0;
//---- buffers
double ind1[];
double ind2[];
//double ind3[];
//double AuxBuffer[]; //Smooth
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,ind1);
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,ind2);
// SetIndexStyle(2,DRAW_LINE);
// SetIndexBuffer(2,ind3);
SetLevelValue(0,0.0);
// SetLevelValue(1,-0.8);
ArrayInitialize(ind1,0.0);
ArrayInitialize(ind2,0.0);
// ArrayInitialize(ind3,0.0);
/// ArrayResize(AuxBuffer,maxbars+3);
// ArrayInitialize(AuxBuffer,0.0);
switch(Osc_Choice)
{
case 0: IndicatorShortName("StochFisher of Cyber Cycle ");break;
case 1: IndicatorShortName("StochFisher of CG Oscillator ");break;
case 2: IndicatorShortName("StochFisher of Relative Vigor Index ");break;
default: IndicatorShortName("StochFisher of RSI(12) ");break;
}
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{//1
int counted_bars=IndicatorCounted();
double num=0,denom=0;
double indw[];
double stoch[];
double mstoch;
ArrayResize(indw,length);
ArrayInitialize(indw,0);
ArrayResize(stoch,Bars);
ArrayInitialize(stoch,0);
//---- check for possible errors
if(counted_bars<0) return(-1);
int limit=Bars-2*length-counted_bars;
if(limit>maxbars)limit=maxbars;
//if (limit>Bars-1)limit=Bars-1;
//----
for (int i = limit; i>=0;i--)
{//2
for(int j=0;j<length;j++)
{
switch(Osc_Choice)
{
case 0: indw[j]=iCustom(NULL,0,"Cyber Cycle Oscillator",0,i+j);break;
case 1: indw[j]=iCustom(NULL,0,"Center Of Gravity Oscillator",0,i+j);break;
case 2: indw[j]=iCustom(NULL,0,"Relative Vigor Index",0,i+j);break;
default:indw[j]=iRSI(NULL,0,12,PRICE_MEDIAN,i+j);break;
}
}
double max=indw[ArrayMaximum(indw)];
double min=indw[ArrayMinimum(indw)];
stoch[i]=(indw[0]-min)/(max-min);
mstoch=(4*stoch[i]+3*stoch[i+1]+2*stoch[i+2]+stoch[i+3])/10;
ind1[i]=0.5*(MathLog((1+0.98*(mstoch-0.5))/(1-0.98*(mstoch-0.5))));
ind2[i]=ind1[i+1];
// ind3[i]=(4*ind1[i]+3*ind1[i+1]+2*ind1[i+2]+ind1[i+3])/10;
}//2
//----
return(0);
}
//+------------------------------------------------------------------+
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