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//+------------------------------------------------------------------+
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//| FisherTransform_HeikinAshi.mq5|
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//| Copyright 2025, xxxxxxxx |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#property version "2.00" // Refactored for full recalculation and stability
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#property description "Fisher Transform Oscillator on Heikin Ashi data"
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//--- Custom Toolkit Include ---
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//--- Indicator Window and Level Properties ---
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#property indicator_separate_window
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#property indicator_level1 1.5
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#property indicator_level2 0.75
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#property indicator_level3 0.0
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#property indicator_level4 -0.75
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#property indicator_level5 -1.5
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#property indicator_levelstyle STYLE_DOT
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//--- Buffers and Plots ---
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#property indicator_buffers 3 // Fisher, Trigger, and 1 calculation buffer
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#property indicator_plots 2
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//--- Plot 1: Fisher line
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#property indicator_label1 "HA_Fisher"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Plot 2: Trigger line
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#property indicator_label2 "HA_Trigger"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrOrange
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//--- Input Parameters ---
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input int InpLength = 9; // Length
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//--- Indicator Buffers ---
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double BufferHA_Fisher[];
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double BufferHA_Trigger[];
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double BufferValue[]; // Calculation buffer for the intermediate 'value'
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//--- Intermediate Heikin Ashi Buffers ---
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double ExtHaOpenBuffer[];
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double ExtHaHighBuffer[];
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double ExtHaLowBuffer[];
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double ExtHaCloseBuffer[];
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//--- Global Objects and Variables ---
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int g_ExtLength;
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CHeikinAshi_Calculator *g_ha_calculator; // Pointer to our Heikin Ashi calculator
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//--- Forward declarations for helper functions ---
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double Highest(const double &array[], int period, int current_pos);
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double Lowest(const double &array[], int period, int current_pos);
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- Validate and store input
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g_ExtLength = (InpLength < 1) ? 1 : InpLength;
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//--- Map the buffers
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SetIndexBuffer(0, BufferHA_Fisher, INDICATOR_DATA);
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SetIndexBuffer(1, BufferHA_Trigger, INDICATOR_DATA);
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SetIndexBuffer(2, BufferValue, INDICATOR_CALCULATIONS);
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//--- Set all buffers to non-timeseries for stable calculation
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ArraySetAsSeries(BufferHA_Fisher, false);
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ArraySetAsSeries(BufferHA_Trigger, false);
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ArraySetAsSeries(BufferValue, false);
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//--- Set indicator properties
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IndicatorSetInteger(INDICATOR_DIGITS, 4);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtLength);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtLength + 1);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_Fisher(%d)", g_ExtLength));
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//--- Create the calculator instance
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g_ha_calculator = new CHeikinAshi_Calculator();
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if(CheckPointer(g_ha_calculator) == POINTER_INVALID)
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{
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Print("Error creating CHeikinAshi_Calculator object");
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return(INIT_FAILED);
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}
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function. |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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//--- Free the calculator object to prevent memory leaks
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if(CheckPointer(g_ha_calculator) != POINTER_INVALID)
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{
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delete g_ha_calculator;
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g_ha_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| Fisher Transform on Heikin Ashi calculation function. |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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//--- Check for enough data
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if(rates_total <= g_ExtLength)
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return(0);
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//--- Resize intermediate buffers
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ArrayResize(ExtHaOpenBuffer, rates_total);
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ArrayResize(ExtHaHighBuffer, rates_total);
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ArrayResize(ExtHaLowBuffer, rates_total);
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ArrayResize(ExtHaCloseBuffer, rates_total);
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//--- STEP 1: Calculate Heikin Ashi bars
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g_ha_calculator.Calculate(rates_total, open, high, low, close,
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ExtHaOpenBuffer, ExtHaHighBuffer, ExtHaLowBuffer, ExtHaCloseBuffer);
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//--- STEP 2: Create a buffer for Heikin Ashi HL2 price
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double ha_hl2[];
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ArrayResize(ha_hl2, rates_total);
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for(int i=0; i<rates_total; i++)
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{
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ha_hl2[i] = (ExtHaHighBuffer[i] + ExtHaLowBuffer[i]) / 2.0;
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}
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//--- STEP 3: Main calculation loop for Fisher Transform
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for(int i = 1; i < rates_total; i++)
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{
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// Skip bars that don't have enough history for the period
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if(i < g_ExtLength)
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continue;
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// Get Highest/Lowest of Heikin Ashi HL2
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double high_ = Highest(ha_hl2, g_ExtLength, i);
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double low_ = Lowest(ha_hl2, g_ExtLength, i);
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double range = high_ - low_;
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if(range < _Point)
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range = _Point;
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// Calculate the intermediate 'value'
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double price_pos = (ha_hl2[i] - low_) / range - 0.5;
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BufferValue[i] = 0.33 * 2 * price_pos + 0.67 * BufferValue[i-1];
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// Clamp the value to avoid issues with MathLog
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if(BufferValue[i] > 0.999)
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BufferValue[i] = 0.999;
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if(BufferValue[i] < -0.999)
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BufferValue[i] = -0.999;
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// --- FIX: Robust initialization for the recursive calculation ---
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double log_val = 0.5 * MathLog((1 + BufferValue[i]) / (1 - BufferValue[i]));
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if(i == g_ExtLength) // First calculation (initialization)
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{
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// For the very first value, we don't use the recursive part
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BufferHA_Fisher[i] = log_val;
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}
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else // Subsequent calculations use the full recursive formula
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{
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BufferHA_Fisher[i] = log_val + 0.5 * BufferHA_Fisher[i-1];
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}
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// The trigger is the previous Fisher value
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BufferHA_Trigger[i] = BufferHA_Fisher[i-1];
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Finds the highest value in a given period of an array. |
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//+------------------------------------------------------------------+
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double Highest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res < array[index])
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res = array[index];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//| Finds the lowest value in a given period of an array. |
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//+------------------------------------------------------------------+
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double Lowest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res > array[index])
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res = array[index];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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