Fisher_v1

//+------------------------------------------------------------------+
//|                                                    Fisher_v1.mq4 |
//|                           Copyright © 2005, TrendLaboratory Ltd. |
//|            http://finance.groups.yahoo.com/group/TrendLaboratory |
//|                                       E-mail: igorad2004@list.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, TrendLaboratory Ltd."
#property link      "http://finance.groups.yahoo.com/group/TrendLaboratory"

#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 LightBlue
#property indicator_color2 Tomato
//---- input parameters
extern int Length=10;
extern int Price=4;
extern int NumBars=0; 
extern string AlertFileName = "alert.wav";

//---- buffers
double UpBuffer [];
double DnBuffer [];     
double Value [];
double Fisher[];   

int init()
  {
  IndicatorBuffers(4);
  
  SetIndexStyle(0,DRAW_HISTOGRAM,STYLE_SOLID,2);
  SetIndexStyle(1,DRAW_HISTOGRAM,STYLE_SOLID,2);
  
  SetIndexBuffer(0,UpBuffer);
  SetIndexBuffer(1,DnBuffer);
  SetIndexBuffer(2,Value);
  SetIndexBuffer(3,Fisher);
  
  IndicatorShortName ("Fisher(" + Length + "," + Price + ")");
  SetIndexLabel (0, "UpTrend");
  SetIndexLabel (1, "DownTrend");
  
  SetIndexDrawBegin(0,Length);
  SetIndexDrawBegin(1,Length);
   
  return(0);
  }


//+------------------------------------------------------------------+
//| Fisher_v1                                                         |
//+------------------------------------------------------------------+
int start()
  {
  int shift;
   
  double smin=0,smax=0;                    

if (NumBars>0) int NBars=NumBars; else NBars=Bars;

for(shift=NBars;shift>=0;shift--)
   {	
   UpBuffer[shift]=0.0;
   DnBuffer[shift]=0.0;     
   Value [shift]=0.0;
   Fisher[shift]=0.0;   
   }
   
for(shift=NBars-1-Length;shift>=0;shift--)
   {	
   smax = High[Highest(NULL,0,MODE_HIGH,Length,shift)];
   smin = Low[Lowest(NULL,0,MODE_LOW,Length,shift)];
  
   double price = iMA(NULL,0,1,0,0,Price,shift);
   if (smax-smin==0.0) double wpr=1.0; else wpr=(price-smin)/(smax-smin);         
   Value[shift] = 0.33*2*(wpr-0.5) + 0.67*Value[shift+1];     
   Value[shift] = MathMin(MathMax(Value[shift],-0.999),0.999); 
   Fisher[shift] = 0.5*MathLog((1.0+Value[shift])/(1.0-Value[shift]))+0.5*Fisher[shift+1];

   static datetime dt = 0;          
   if (Fisher[shift]>=0)
     {
         UpBuffer[shift] = Fisher[shift];
         DnBuffer[shift] = 0.0;
         if ((UpBuffer[shift+1] == 0) && ( dt != iTime(NULL,0,0))) 
         {
             PlaySound(AlertFileName);
             dt = iTime(NULL,0,0);
         }
     }
   else
     {
         UpBuffer[shift] = 0.0;
         DnBuffer[shift] = Fisher[shift];  
         if ((DnBuffer[shift+1] == 0) && ( dt != iTime(NULL,0,0)))
         {
             PlaySound(AlertFileName);
             dt = iTime(NULL,0,0);
         }
     }
   }
  return(0);
  }
//+------------------------------------------------------------------+