StepFisher_v2

//+------------------------------------------------------------------+
//|                                                StepFisher_v2.mq4 |
//|                           Copyright © 2006, 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 Orange
//---- input parameters
extern int    Length=10;
extern int    Price=4;
extern double Kv=1.0;
extern int    NumBars=0;
//---- indicator buffers
double UpBuffer[];
double DnBuffer[];
double Fisher[];
double Value[];
double smax[];
double smin[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
  int init()
  {
   string short_name;
//---- indicator line
   IndicatorBuffers(6);
   SetIndexStyle(0,DRAW_HISTOGRAM,STYLE_SOLID,1);
   SetIndexStyle(1,DRAW_HISTOGRAM,STYLE_SOLID,1);
   SetIndexBuffer(0,UpBuffer);
   SetIndexBuffer(1,DnBuffer);
   SetIndexBuffer(2,Fisher);
   SetIndexBuffer(3,Value);
   SetIndexBuffer(4,smax);
   SetIndexBuffer(5,smin);
   
   IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
//---- name for DataWindow and indicator subwindow label
   short_name="StepFisher v2("+Length+","+Price+","+Kv+")";
   IndicatorShortName(short_name);
   SetIndexLabel(0,"UpTrend");
   SetIndexLabel(1,"DownTrend");
//----
   SetIndexDrawBegin(0,Length);
   SetIndexDrawBegin(1,Length);
//----
   return(0);
  }

//+------------------------------------------------------------------+
//| StepFisher_v2                                                       |
//+------------------------------------------------------------------+
int start()
  {
   int      shift,trend;
   double   ATR0,ATRmax=-10000000;
   double   line,bsmin,bsmax;
   
   if (NumBars>0) int NBars=NumBars; else NBars=Bars;
   
   for(shift=NBars;shift>=0;shift--)
   {	
   UpBuffer[shift]=0.0;
   DnBuffer[shift]=0.0;
   smax[shift]=0.0;
   smin[shift]=0.0;     
   Value [shift]=0.0;
   Fisher[shift]=0.0;   
   }
   
   for(shift=NBars-1-Length;shift>=0;shift--)
   {	
	ATR0 = iATR(NULL,0,Length,shift);
	
	ATRmax=MathMax(ATR0,ATRmax);
		
	double StepSize=(Kv*ATRmax);
		  
	  smax[shift]=Close[shift]+2*StepSize;
	  smin[shift]=Close[shift]-2*StepSize;
	    
	  if(Close[shift]>smax[shift+1]) trend=1; 
	  if(Close[shift]<smin[shift+1]) trend=-1;
	  
	  if(trend>0)
	  {
	  if(smin[shift]<smin[shift+1]) smin[shift]=smin[shift+1];
	  line=smin[shift]+StepSize;
	  }
	  if(trend<0)
	  {
	  if(smax[shift]>smax[shift+1]) smax[shift]=smax[shift+1];
	  line=smax[shift]-StepSize;
	  }
	  
	  bsmin=line-StepSize;
	  bsmax=line+StepSize;

	  double price = iMA(NULL,0,1,0,0,Price,shift);
     if (bsmax==bsmin) bsmax=bsmin+0.0001; 
  
     double sto=(price-bsmin)/(bsmax-bsmin);         
   
     Value[shift] = 0.33*2*(sto-0.5) + 0.67*Value[shift+1];     
   
     if (Value[shift]> 0.99) Value[shift]= 0.999; 
     if (Value[shift]<-0.99) Value[shift]=-0.999; 
   
     Fisher[shift] = 0.5*MathLog((1.0+Value[shift])/(1.0-Value[shift]))+0.5*Fisher[shift+1];
     
   if (Fisher[shift]>=0)
     {
     UpBuffer[shift] = Fisher[shift];
     DnBuffer[shift] = 0.0;
     }
   else
     {
     UpBuffer[shift] = 0.0;
     DnBuffer[shift] = Fisher[shift];  
     }

	 }
	return(0);	
 }