Indicators Used
0
Views
0
Downloads
0
Favorites
NonLag_Inverse_fisher_transform_of_RSX
//+------------------------------------------------------------------+
//| Inverse fisher transform of RSI.mq4 |
//| mladen |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link "mladenfx@gmail.com"
#property indicator_separate_window
#property indicator_buffers 5
#property indicator_color1 clrSilver
#property indicator_color2 clrSandyBrown
#property indicator_color3 clrSandyBrown
#property indicator_color4 clrDeepSkyBlue
#property indicator_color5 clrDeepSkyBlue
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2
#property indicator_width4 2
#property indicator_width5 2
#property indicator_maximum 1.05
#property indicator_minimum -1.05
#property strict
//
//
//
//
//
extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame
extern int Length = 5; // Period
extern ENUM_APPLIED_PRICE Price = PRICE_CLOSE; // Price
extern int NlLength = 15; // NonLag smoothing period
extern double Level1 = 0.90; // Level 1
extern double Level2 = 0.0; // Level 2
extern double Level3 = -0.90; // Level 3
extern bool Interpolate = true; // Interpolate in multi time frame mode
//
//
//
//
//
double ifishua[],ifishub[],ifishda[],ifishdb[],ifisher[],trend[],count[];
string indicatorFileName;
#define _mtfCall(_buff,_y) iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,Length,Price,NlLength,Level1,Level2,Level3,_buff,_y)
//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//
int OnInit()
{
IndicatorBuffers(7);
SetIndexBuffer(0,ifisher);
SetIndexBuffer(1,ifishda);
SetIndexBuffer(2,ifishdb);
SetIndexBuffer(3,ifishua);
SetIndexBuffer(4,ifishub);
SetIndexBuffer(5,trend);
SetIndexBuffer(6,count);
SetLevelValue(0,Level1);
SetLevelValue(1,Level2);
SetLevelValue(2,Level3);
//
//
//
//
//
indicatorFileName = WindowExpertName();
TimeFrame = MathMax(TimeFrame,_Period);
IndicatorShortName(timeFrameToString(TimeFrame)+" nonlag inverse fisher of RSX ("+(string)Length+","+(string)NlLength+")");
return(INIT_SUCCEEDED);
}
void OnDeinit(const int reason) { return;}
//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//
int OnCalculate (const int rates_total,
const int prev_calculated,
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[] )
{
int limit=MathMax(rates_total-prev_calculated-1,0); count[0]=limit;
if (TimeFrame!=_Period)
{
limit = (int)MathMax(limit,MathMin(rates_total-1,_mtfCall(6,0)*TimeFrame/_Period));
if (trend[limit]== 1) CleanPoint(limit,ifishua,ifishub);
if (trend[limit]==-1) CleanPoint(limit,ifishda,ifishdb);
int i=limit; for (; i>=0 && !_StopFlag; i--)
{
int y = iBarShift(NULL,TimeFrame,time[i]);
ifisher[i] = _mtfCall(0,y);
trend[i] = _mtfCall(5,y);
ifishda[i] = EMPTY_VALUE;
ifishdb[i] = EMPTY_VALUE;
ifishua[i] = EMPTY_VALUE;
ifishub[i] = EMPTY_VALUE;
if (!Interpolate || (i>0 && y==iBarShift(NULL,TimeFrame,time[i-1]))) continue;
//
//
//
//
//
#define _interpolate(buff) buff[i+k] = buff[i]+(buff[i+n]-buff[i])*k/n
int n,k; datetime ctime = iTime(NULL,TimeFrame,y);
for(n = 1; (i+n)<rates_total && time[i+n] >= ctime; n++) continue;
for(k = 1; k<n && (i+n)<rates_total && (i+k)<rates_total; k++) _interpolate(ifisher);
}
for (i=limit; i>=0 && !_StopFlag; i--)
{
if (trend[i]== 1) PlotPoint(i,ifishua,ifishub,ifisher);
if (trend[i]==-1) PlotPoint(i,ifishda,ifishdb,ifisher);
}
return(rates_total-i-1);
}
//
//
//
//
//
if (trend[limit]== 1) CleanPoint(limit,ifishua,ifishub);
if (trend[limit]==-1) CleanPoint(limit,ifishda,ifishdb);
int i=limit; for(int r=Bars-i-1; i>=0 && !_StopFlag; i--,r++)
{
double avg = iNonLagMa(0.1 * (iRsx(iMA(NULL,0,1,0,MODE_SMA,Price,i),Length,i,rates_total)-50),NlLength,i,rates_total);
ifisher[i] = (MathExp(2*avg)-1)/(MathExp(2*avg)+1);
trend[i] = (i<rates_total-1) ? trend[i+1] : 0;
if (ifisher[i] < Level1 && ifisher[i] > Level3) trend[i] = 0;
if (ifisher[i] > Level1) trend[i] = 1;
if (ifisher[i] < Level3) trend[i] = -1;
//
//
//
//
//
ifishda[i] = EMPTY_VALUE; ifishdb[i] = EMPTY_VALUE;
ifishua[i] = EMPTY_VALUE; ifishub[i] = EMPTY_VALUE;
if (trend[i]== 1) PlotPoint(i,ifishua,ifishub,ifisher);
if (trend[i]==-1) PlotPoint(i,ifishda,ifishdb,ifisher);
}
return(rates_total-i-1);
}
//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//
//
#define _rsiInstances 1
#define _rsiInstancesSize 13
double workRsi[][_rsiInstances*_rsiInstancesSize];
#define _price 0
#define _change 1
#define _changa 2
double iRsx(double price, double period, int i, int bars, int instanceNo=0)
{
if (ArrayRange(workRsi,0)!=bars) ArrayResize(workRsi,bars);
int z = instanceNo*_rsiInstancesSize;
int r = bars-i-1;
//
//
//
//
//
workRsi[r][z+_price] = price;
double Kg = (3.0)/(2.0+period), Hg = 1.0-Kg;
if (r<1) { for (int k=1; k<13; k++) workRsi[r][k+z] = 0; return(50); }
//
//
//
//
//
double mom = workRsi[r][_price+z]-workRsi[r-1][_price+z];
double moa = MathAbs(mom);
for (int k=0; k<3; k++)
{
int kk = k*2;
workRsi[r][z+kk+1] = Kg*mom + Hg*workRsi[r-1][z+kk+1];
workRsi[r][z+kk+2] = Kg*workRsi[r][z+kk+1] + Hg*workRsi[r-1][z+kk+2]; mom = 1.5*workRsi[r][z+kk+1] - 0.5 * workRsi[r][z+kk+2];
workRsi[r][z+kk+7] = Kg*moa + Hg*workRsi[r-1][z+kk+7];
workRsi[r][z+kk+8] = Kg*workRsi[r][z+kk+7] + Hg*workRsi[r-1][z+kk+8]; moa = 1.5*workRsi[r][z+kk+7] - 0.5 * workRsi[r][z+kk+8];
}
return(MathMax(MathMin((mom/MathMax(moa,DBL_MIN)+1.0)*50.0,100.00),0.00));
}
//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//
#define _length 0
#define _len 1
#define _weight 2
double nlmvalues[ ][3];
double nlmprices[ ][1];
double nlmalphas[ ][1];
//
//
//
//
//
double iNonLagMa(double price, double length, int r, int bars, int instanceNo=0)
{
if (ArrayRange(nlmprices,0) != bars) ArrayResize(nlmprices,bars);
if (ArrayRange(nlmvalues,0) < instanceNo+1) ArrayResize(nlmvalues,instanceNo+1); r=bars-r-1;
nlmprices[r][instanceNo]=price;
if (length<5 || r<3) return(nlmprices[r][instanceNo]);
//
//
//
//
//
if (nlmvalues[instanceNo][_length] != length)
{
double Cycle = 4.0;
double Coeff = 3.0*M_PI;
int Phase = (int)(length-1);
nlmvalues[instanceNo][_length] = length;
nlmvalues[instanceNo][_len ] = (int)(length*4) + Phase;
nlmvalues[instanceNo][_weight] = 0;
if (ArrayRange(nlmalphas,0) < (int)nlmvalues[instanceNo][_len]) ArrayResize(nlmalphas,(int)nlmvalues[instanceNo][_len]);
for (int k=0; k<(int)nlmvalues[instanceNo][_len]; k++)
{
double t;
if (k<=Phase-1)
t = 1.0 * k/(Phase-1);
else t = 1.0 + (k-Phase+1)*(2.0*Cycle-1.0)/(Cycle*length-1.0);
double beta = MathCos(M_PI*t);
double g = 1.0/(Coeff*t+1); if (t <= 0.5 ) g = 1;
nlmalphas[k][instanceNo] = g * beta;
nlmvalues[instanceNo][_weight] += nlmalphas[k][instanceNo];
}
}
//
//
//
//
//
if (nlmvalues[instanceNo][_weight]>0)
{
double sum = 0;
for (int k=0; k < (int)nlmvalues[instanceNo][_len] && (r-k)>=0; k++) sum += nlmalphas[k][instanceNo]*nlmprices[r-k][instanceNo];
return( sum / nlmvalues[instanceNo][_weight]);
}
else return(0);
}
//-------------------------------------------------------------------
//
//-------------------------------------------------------------------
//
//
//
//
//
void CleanPoint(int i,double& first[],double& second[])
{
if (i>=Bars-2) return;
if ((second[i] != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE))
second[i+1] = EMPTY_VALUE;
else
if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE))
first[i+1] = EMPTY_VALUE;
}
void PlotPoint(int i,double& first[],double& second[],double& from[])
{
if (i>=Bars-2) return;
if (first[i+1] == EMPTY_VALUE)
if (first[i+2] == EMPTY_VALUE)
{ first[i] = from[i]; first[i+1] = from[i+1]; second[i] = EMPTY_VALUE; }
else { second[i] = from[i]; second[i+1] = from[i+1]; first[i] = EMPTY_VALUE; }
else { first[i] = from[i]; second[i] = EMPTY_VALUE; }
}
//
//
//
//
//
string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"};
int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};
string timeFrameToString(int tf)
{
for (int i=ArraySize(iTfTable)-1; i>=0; i--)
if (tf==iTfTable[i]) return(sTfTable[i]);
return("");
}
Comments
Markdown Formatting Guide
# H1## H2
### H3
**bold text***italicized text*[title](https://www.example.com)`code````code block
```
> blockquote- Item 1- Item 2
1. First item2. Second item
---