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Fisher Transform over Stochastic Oscillator
//+------------------------------------------------------------------+
//| RAVI FX Fisher.mq4 |
//| Copyright © 2005, Luis Guilherme Damiani |
//| http://www.damianifx.com.br |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, Luis Guilherme Damiani"
#property link "http://www.damianifx.com.br"
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Lime
#property indicator_color2 Red
#property indicator_color3 Yellow
//---- input parameters
extern int lenth=10;
extern int maxbars=2000;
//---- buffers
double FishBuffer[];
double SignalBuffer[];
double AuxBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,FishBuffer);
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,SignalBuffer);
SetIndexStyle(2,DRAW_LINE);
SetIndexBuffer(2,AuxBuffer);
SetLevelValue(0,0.8);
SetLevelValue(1,-0.8);
ArrayInitialize(FishBuffer,0);
ArrayInitialize(SignalBuffer,0);
ArrayInitialize(AuxBuffer,0);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
Comment(Bars," ", counted_bars);
//double Normalized=0;
//double Fish=0;
//---- check for possible errors
if(counted_bars<0) return(-1);
int limit=Bars-counted_bars;
if(limit>maxbars)limit=maxbars;
if (limit>Bars-lenth-1)limit=Bars-lenth-1;
//----
for (int shift = limit; shift>=0;shift--)
{
AuxBuffer[shift]=0.5*(iStochastic(NULL,0,lenth,2,1,MODE_SMA,0,MODE_MAIN,shift)/100-0.5)*2+0.5*AuxBuffer[shift+1];
FishBuffer[shift]= 0.25* MathLog((1+AuxBuffer[shift])/(1-AuxBuffer[shift]))+0.5*FishBuffer[shift+1];
SignalBuffer[shift]=FishBuffer[shift+1];
}
//----
return(0);
}
//+------------------------------------------------------------------+
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