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refactor: Upgraded with dynamic Signal Line options, volume translation and chronological sorting safeguards

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Toh4iem9
2026-07-04 17:26:41 +02:00
parent 905c3ae4e7
commit 30e45a33b4
1 changed files with 52 additions and 12 deletions
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Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Fisher_Transform_Pro.mq5
+52 -12
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@@ -1,9 +1,9 @@
//+------------------------------------------------------------------+
//| Fisher_Transform_Pro.mq5 |
//| Copyright 2025, xxxxxxxx|
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "2.00" // Optimized for incremental calculation
#property copyright "Copyright 2026, xxxxxxxx"
#property version "2.10" // Upgraded with dynamic Signal Line options, volume translation and chronological sorting safeguards
#property description "John Ehlers' Fisher Transform for identifying sharp turning points."
#property indicator_separate_window
@@ -32,9 +32,15 @@
enum ENUM_PRICE_SOURCE { SOURCE_STANDARD, SOURCE_HEIKIN_ASHI };
//--- Input Parameters ---
input int InpPeriod = 10; // Period for price normalization
input double InpAlpha = 0.33; // Smoothing factor for normalized price
input ENUM_PRICE_SOURCE InpSource = SOURCE_STANDARD;
input group "Fisher Settings"
input int InpPeriod = 10; // Period for price normalization
input double InpAlpha = 0.33; // Smoothing factor for normalized price
input ENUM_PRICE_SOURCE InpSource = SOURCE_STANDARD; // Price Source
input group "Signal Line Settings"
input ENUM_FISHER_SIGNAL_TYPE InpSignalType = SIGNAL_DELAY_1BAR; // Signal Type
input int InpSignalPeriod = 5; // Period (if MA)
input ENUM_MA_TYPE InpSignalMethod = SMA; // Method (if MA / VWMA)
//--- Indicator Buffers ---
double BufferFisher[];
@@ -62,14 +68,18 @@ int OnInit()
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Fisher(%d,%.2f)", InpPeriod, InpAlpha));
}
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpAlpha))
if(CheckPointer(g_calculator) == POINTER_INVALID ||
!g_calculator.Init(InpPeriod, InpAlpha, InpSignalType, InpSignalPeriod, InpSignalMethod))
{
Print("Failed to initialize Fisher Transform Calculator.");
return(INIT_FAILED);
}
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpPeriod);
int draw_begin = InpPeriod;
int sig_begin = (InpSignalType == SIGNAL_DELAY_1BAR) ? InpPeriod + 1 : InpPeriod + InpSignalPeriod;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, sig_begin);
IndicatorSetInteger(INDICATOR_DIGITS, 2);
return(INIT_SUCCEEDED);
@@ -83,13 +93,43 @@ void OnDeinit(const int reason)
}
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total, const int prev_calculated, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
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[])
{
if(rates_total < InpPeriod)
return 0;
if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferFisher, BufferSignal);
//--- Force strict chronological indexing for state-safety on input price arrays
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume)
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
//--- Delegate calculations dynamically to support volume-weighted types (VWMA) on the Signal Line
if(volume_limit > 0)
{
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, volume, BufferFisher, BufferSignal);
}
else
{
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, tick_volume, BufferFisher, BufferSignal);
}
return(rates_total);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+