//+------------------------------------------------------------------+ //| Fisher_org_v1.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 Blue #property indicator_color2 Red //---- input parameters extern int Length = 10; extern int Price = 4; extern int NumBars = 0; //---- buffers double Buffer[]; double Value []; double Fisher[]; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int init() { IndicatorBuffers(3); //---- SetIndexStyle(0,DRAW_LINE); SetIndexStyle(1,DRAW_LINE); //---- SetIndexBuffer(0,Buffer); SetIndexBuffer(1,Fisher); SetIndexBuffer(2,Value); //---- IndicatorShortName ("FisherTransform(" + Length + "," + Price + ")"); SetIndexLabel (0, "Fish"); SetIndexLabel (1, "Trigger"); //---- SetIndexDrawBegin(0,Length); SetIndexDrawBegin(1,Length); //---- return(0); } //+------------------------------------------------------------------+ //| Fisher_org_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--) { Buffer[shift] = 0.0; Value [shift] = 0.0; Fisher[shift] = 0.0; } //---- for(shift = NBars - 2 - 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) smax = smin + Point; double wpr = (price - smin) / (smax - smin); Value[shift] = (wpr - 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]; Buffer[shift] = Fisher[shift+1]; } return(0); } //+------------------------------------------------------------------+