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2026-08-07 01:27:45 +00:00 · 2025-08-15 11:39:51 +02:00
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+//+------------------------------------------------------------------+
+//|                                     FisherTransform_HeikenAshi.mq5 |
+//|                      Copyright 2025, xxxxxxxx                    |
+//|                                                                  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+#property link      ""
+#property version   "1.00"
+#property description "Fisher Transform Oscillator on Heiken Ashi data"
+
+//--- Custom Toolkit Include ---
+#include <MyIncludes\HA_Tools.mqh>
+
+//--- Indicator Window and Level Properties ---
+#property indicator_separate_window
+#property indicator_level1  1.5
+#property indicator_level2  0.75
+#property indicator_level3  0.0
+#property indicator_level4 -0.75
+#property indicator_level5 -1.5
+#property indicator_levelstyle STYLE_DOT
+
+//--- Buffers and Plots ---
+#property indicator_buffers 3 // Fisher, Trigger, and 1 calculation buffer
+#property indicator_plots   2
+
+//--- Plot 1: Fisher line
+#property indicator_label1  "HA_Fisher"
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrBlue
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  1
+
+//--- Plot 2: Trigger line
+#property indicator_label2  "HA_Trigger"
+#property indicator_type2   DRAW_LINE
+#property indicator_color2  clrOrange
+#property indicator_style2  STYLE_SOLID
+#property indicator_width2  1
+
+//--- Input Parameters ---
+input int InpLength = 9; // Length
+
+//--- Indicator Buffers ---
+double    BufferHA_Fisher[];
+double    BufferHA_Trigger[];
+double    BufferValue[]; // Calculation buffer for the intermediate 'value'
+
+//--- Global Objects and Variables ---
+int              ExtLength;
+CHA_Calculator   g_ha_calculator;
+
+//--- Forward declarations for helper functions ---
+double Highest(const double &array[], int period, int current_pos);
+double Lowest(const double &array[], int period, int current_pos);
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function.                        |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- Validate and store input
+   ExtLength = (InpLength < 1) ? 1 : InpLength;
+
+//--- Map the buffers
+   SetIndexBuffer(0, BufferHA_Fisher,  INDICATOR_DATA);
+   SetIndexBuffer(1, BufferHA_Trigger, INDICATOR_DATA);
+   SetIndexBuffer(2, BufferValue,      INDICATOR_CALCULATIONS);
+
+//--- Set all buffers to non-timeseries for stable calculation
+   ArraySetAsSeries(BufferHA_Fisher,  false);
+   ArraySetAsSeries(BufferHA_Trigger, false);
+   ArraySetAsSeries(BufferValue,      false);
+
+//--- Set indicator properties
+   IndicatorSetInteger(INDICATOR_DIGITS, 4);
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtLength);
+   PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtLength + 1);
+   IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_Fisher(%d)", ExtLength));
+  }
+
+//+------------------------------------------------------------------+
+//| Fisher Transform on Heiken Ashi calculation function.            |
+//+------------------------------------------------------------------+
+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[])
+  {
+//--- Check for enough data
+   if(rates_total < ExtLength)
+      return(0);
+
+//--- STEP 1: Calculate Heiken Ashi bars using our toolkit
+   if(!g_ha_calculator.Calculate(rates_total, 0, open, high, low, close))
+      return(0);
+
+//--- STEP 2: Create a buffer for Heiken Ashi HL2 price
+   double ha_hl2[];
+   ArrayResize(ha_hl2, rates_total);
+   for(int i=0; i<rates_total; i++)
+     {
+      ha_hl2[i] = (g_ha_calculator.ha_high[i] + g_ha_calculator.ha_low[i]) / 2.0;
+     }
+
+//--- STEP 3: Main calculation loop
+   for(int i = 1; i < rates_total; i++)
+     {
+      if(i < ExtLength)
+        {
+         BufferValue[i] = 0;
+         BufferHA_Fisher[i] = 0;
+         continue;
+        }
+
+      // Get Highest/Lowest of Heiken Ashi HL2
+      double high_ = Highest(ha_hl2, ExtLength, i);
+      double low_  = Lowest(ha_hl2, ExtLength, i);
+
+      double range = high_ - low_;
+      if(range < _Point)
+         range = _Point;
+
+      // Calculate the intermediate 'value'
+      double price_pos = 0;
+      if(range > 0)
+         price_pos = (ha_hl2[i] - low_) / range - 0.5;
+
+      BufferValue[i] = 0.33 * 2 * price_pos + 0.67 * BufferValue[i-1];
+
+      if(BufferValue[i] > 0.999)
+         BufferValue[i] = 0.999;
+      if(BufferValue[i] < -0.999)
+         BufferValue[i] = -0.999;
+
+      // Calculate the Fisher Transform value
+      double log_val = 0.5 * MathLog((1 + BufferValue[i]) / (1 - BufferValue[i]));
+      BufferHA_Fisher[i] = log_val + 0.5 * BufferHA_Fisher[i-1];
+
+      // The trigger is the previous Fisher value
+      BufferHA_Trigger[i] = BufferHA_Fisher[i-1];
+     }
+
+   return(rates_total);
+  }
+
+//+------------------------------------------------------------------+
+//| Finds the highest value in a given period of an array.           |
+//+------------------------------------------------------------------+
+double Highest(const double &array[], int period, int current_pos)
+  {
+   double res = array[current_pos];
+   for(int i = 1; i < period; i++)
+     {
+      int index = current_pos - i;
+      if(index < 0)
+         break;
+      if(res < array[index])
+         res = array[index];
+     }
+   return(res);
+  }
+
+//+------------------------------------------------------------------+
+//| Finds the lowest value in a given period of an array.            |
+//+------------------------------------------------------------------+
+double Lowest(const double &array[], int period, int current_pos)
+  {
+   double res = array[current_pos];
+   for(int i = 1; i < period; i++)
+     {
+      int index = current_pos - i;
+      if(index < 0)
+         break;
+      if(res > array[index])
+         res = array[index];
+     }
+   return(res);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+