diff --git a/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Inverse_Fisher_RSI_Pro.mq5 b/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Inverse_Fisher_RSI_Pro.mq5 new file mode 100644 index 0000000..8a949d5 --- /dev/null +++ b/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Inverse_Fisher_RSI_Pro.mq5 @@ -0,0 +1,86 @@ +//+------------------------------------------------------------------+ +//| Inverse_Fisher_RSI_Pro.mq5 | +//| Copyright 2025, xxxxxxxx| +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property version "1.00" +#property description "John Ehlers' Inverse Fisher Transform of RSI for clear buy/sell signals." + +#property indicator_separate_window +#property indicator_buffers 1 +#property indicator_plots 1 +#property indicator_label1 "IFish RSI" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrTeal +#property indicator_style1 STYLE_SOLID +#property indicator_width1 1 + +#property indicator_minimum -1.1 +#property indicator_maximum 1.1 +#property indicator_level1 0.5 +#property indicator_level2 -0.5 +#property indicator_levelcolor clrGray +#property indicator_levelstyle STYLE_DOT + +#include + +enum ENUM_PRICE_SOURCE { SOURCE_STANDARD, SOURCE_HEIKIN_ASHI }; + +//--- Input Parameters --- +input int InpRSI_Period = 5; // RSI Period +input int InpWMA_Period = 9; // WMA Smoothing Period +input ENUM_PRICE_SOURCE InpSource = SOURCE_STANDARD; + +//--- Indicator Buffers --- +double BufferIFish[]; + +//--- Global calculator object --- +CInverseFisherRSICalculator *g_calculator; + +//+------------------------------------------------------------------+ +int OnInit() + { + SetIndexBuffer(0, BufferIFish, INDICATOR_DATA); + ArraySetAsSeries(BufferIFish, false); + + if(InpSource == SOURCE_HEIKIN_ASHI) + { + g_calculator = new CInverseFisherRSICalculator_HA(); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("IFish RSI HA(%d,%d)", InpRSI_Period, InpWMA_Period)); + } + else + { + g_calculator = new CInverseFisherRSICalculator(); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("IFish RSI(%d,%d)", InpRSI_Period, InpWMA_Period)); + } + + if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpRSI_Period, InpWMA_Period)) + { + Print("Failed to initialize Inverse Fisher RSI Calculator."); + return(INIT_FAILED); + } + + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpRSI_Period + InpWMA_Period); + IndicatorSetInteger(INDICATOR_DIGITS, 2); + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + if(CheckPointer(g_calculator) != POINTER_INVALID) + delete g_calculator; + } + +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[]) + { + if(CheckPointer(g_calculator) == POINTER_INVALID) + return 0; + g_calculator.Calculate(rates_total, PRICE_CLOSE, open, high, low, close, BufferIFish); + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+