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FISHER~1 (2)
//+------------------------------------------------------------------+
//| Fisher_m11.mq4 |
//| Copyright © forexjr
//| http://home.arcor.de/cam06/fisher |
//+------------------------------------------------------------------+
#property copyright "Copyright © 23.07.2006 MartinG "
#property link "http://home.arcor.de/cam06/fisher"
#property indicator_separate_window
//#property indicator_minimum -1
//#property indicator_maximum 1
#property indicator_buffers 3
#property indicator_color2 LightSkyBlue
#property indicator_color3 Red
#property indicator_width2 4
#property indicator_width3 4
int LeftNum1=56;
int LeftNum2=56;
extern int RangePeriods=120;//was 30
extern double PriceSmoothing=0.67; // =0.67 bei Fisher_m10
extern double IndexSmoothing=0.5; // =0.50 bei Fisher_m10
string ThisName="Fisher_kuskus";
int DrawStart;
//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
double ExtMapBuffer3[];
double ExtMapBuffer4[];
int flagval1 = 0;
int flagval2 = 0;
extern bool AlertON=true;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorBuffers(4);
SetIndexLabel(0,"Star");
SetIndexStyle(0,DRAW_NONE);
SetIndexBuffer(0,ExtMapBuffer1);
SetIndexStyle(1,DRAW_HISTOGRAM);
SetIndexBuffer(1,ExtMapBuffer2);
SetIndexStyle(2,DRAW_HISTOGRAM);
SetIndexBuffer(2,ExtMapBuffer3);
SetIndexStyle(3,DRAW_NONE);
SetIndexBuffer(3,ExtMapBuffer4);
string Text=ThisName;
Text=Text+" (rPeriods "+RangePeriods;
Text=Text+", pSmooth "+DoubleToStr(PriceSmoothing,2);
Text=Text+", iSmooth "+DoubleToStr(IndexSmoothing,2);
Text=Text+") ";
IndicatorShortName(Text);
SetIndexLabel(1,NULL);
SetIndexLabel(2,NULL);
DrawStart=2*RangePeriods+4; // DrawStart= BarNumber calculated from left to right
SetIndexDrawBegin(1,DrawStart);
SetIndexDrawBegin(2,DrawStart);
if (PriceSmoothing>=1.0)
{
PriceSmoothing=0.9999;
Alert("Fish61: PriceSmothing factor has to be smaller 1!");
}
if (PriceSmoothing<0)
{
PriceSmoothing=0;
Alert("Fish61: PriceSmothing factor mustn''t be negative!");
}
if (IndexSmoothing>=1.0)
{
IndexSmoothing=0.9999;
Alert("Fish61: PriceSmothing factor has to be smaller 1!");
}
if (IndexSmoothing<0)
{
IndexSmoothing=0;
Alert("Fish61: PriceSmothing factor mustn''t be negative!");
}
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
if (Bars<DrawStart)
{
Alert("Fish84: Not enough Bars loaded to calculate FisherIndicator with RangePeriods=",RangePeriods);
return(-1);
}
//----
int counted_bars=IndicatorCounted();
if (counted_bars<0) return(-1);
if (counted_bars>0) counted_bars--;
//----
int Position=Bars-counted_bars; // Position = BarPosition calculated from right to left
int LeftNum1=Bars-Position; // when more bars are loaded the Position of a bar changes but not its LeftNum
if (LeftNum1<RangePeriods+1)Position=Bars-RangePeriods-1;
while(Position>=0)
{
CalculateCurrentBar(Position);
Position--;
}
//----
return(0);
}
//+------------------------------------------------------------------+
//| Single Bar Calculation function |
//+------------------------------------------------------------------+
int CalculateCurrentBar(int pos)
{
double LowestLow, HighestHigh, GreatestRange, MidPrice;
double PriceLocation, SmoothedLocation, FishIndex, SmoothedFish;
//----
LowestLow = Low[Lowest(NULL,0,MODE_LOW,RangePeriods,pos)];
HighestHigh = High[Highest(NULL,0,MODE_HIGH,RangePeriods,pos)];
if (HighestHigh-LowestLow<0.1*Point)HighestHigh=LowestLow+0.1*Point;
GreatestRange=HighestHigh-LowestLow;
MidPrice = (High[pos]+Low[pos])/2;
// PriceLocation in current Range
if (GreatestRange!=0)
{
PriceLocation=(MidPrice-LowestLow)/GreatestRange;
PriceLocation= 2.0*PriceLocation - 1.0; // -> -1 < PriceLocation < +1
}
// Smoothing of PriceLocation
ExtMapBuffer4[pos]=PriceSmoothing*ExtMapBuffer4[pos+1]+(1.0-PriceSmoothing)*PriceLocation;
SmoothedLocation=ExtMapBuffer4[pos];
if (SmoothedLocation> 0.99) SmoothedLocation= 0.99; // verhindert, dass MathLog unendlich wird
if (SmoothedLocation<-0.99) SmoothedLocation=-0.99; // verhindert, dass MathLog minuns unendlich wird
// FisherIndex
if(1-SmoothedLocation!=0) FishIndex=MathLog((1+SmoothedLocation)/(1-SmoothedLocation));
else Alert("Fisher129: Unauthorised state with bar number ",Bars-pos);
// Smoothing of FisherIndex
ExtMapBuffer1[pos]=IndexSmoothing*ExtMapBuffer1[pos+1]+(1.0-IndexSmoothing)*FishIndex;
if (Bars-pos<DrawStart)ExtMapBuffer1[pos]=0;
SmoothedFish=ExtMapBuffer1[pos];
if (SmoothedFish>0) // up trend
{
ExtMapBuffer2[pos]=SmoothedFish;
ExtMapBuffer3[pos]=0;
}
else // else down trend
{
ExtMapBuffer2[pos]=0;
ExtMapBuffer3[pos]=SmoothedFish;
}
if ((ExtMapBuffer2[pos] > 0) && (ExtMapBuffer3[pos+1] < 0.0))
{
if (pos == 1 && flagval1==0)
{
flagval1=1;
flagval2=0;
if (AlertON) Alert("Fisher Crossing zero line up\n Time=",TimeToStr(TimeCurrent(),TIME_DATE)," ",TimeHour(TimeCurrent()),":",TimeMinute(TimeCurrent()),"\n Symbol=",Symbol()," Period=",Period());
}
}
else if ((ExtMapBuffer2[pos] < 0) && (ExtMapBuffer3[pos+1] > 0.0))
{
if (pos == 1 && flagval2==0)
{
flagval2=1;
flagval1=0;
if (AlertON) Alert("Fisher Crossing zero line down\n Time=",TimeToStr(TimeCurrent(),TIME_DATE)," ",TimeHour(TimeCurrent()),":",TimeMinute(TimeCurrent()),"\n Symbol=",Symbol()," Period=",Period());
}
}
//----
return(0);
}
//+------------------------------------------------------------------+
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