//+------------------------------------------------------------------+ //| FisherTransform.mq5 | //| Copyright 2025, xxxxxxxx | //| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property link "" #property version "1.01" // Switched to line drawing for clarity #property description "Fisher Transform Oscillator" //--- 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 --- // --- FIX: Reduced buffers as color buffer is no longer needed --- #property indicator_buffers 3 // Fisher, Trigger, and 1 calculation buffer #property indicator_plots 2 //--- Plot 1: Fisher line #property indicator_label1 "Fisher" #property indicator_type1 DRAW_LINE // FIX: Changed to DRAW_LINE #property indicator_color1 clrBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- Plot 2: Trigger line #property indicator_label2 "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 BufferFisher[]; double BufferTrigger[]; double BufferValue[]; // Calculation buffer for the intermediate 'value' //--- Global Variables --- int ExtLength; //--- 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, BufferFisher, INDICATOR_DATA); SetIndexBuffer(1, BufferTrigger, INDICATOR_DATA); SetIndexBuffer(2, BufferValue, INDICATOR_CALCULATIONS); //--- Set all buffers to non-timeseries for stable calculation ArraySetAsSeries(BufferFisher, false); ArraySetAsSeries(BufferTrigger, false); ArraySetAsSeries(BufferValue, false); //--- Set indicator properties IndicatorSetInteger(INDICATOR_DIGITS, 4); // Increased precision for better accuracy PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtLength); PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtLength + 1); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Fisher(%d)", ExtLength)); } //+------------------------------------------------------------------+ //| Fisher Transform 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); //--- Create a buffer for HL2 price double hl2[]; ArrayResize(hl2, rates_total); for(int i=0; i 0) price_pos = (hl2[i] - low_) / range - 0.5; // Recursive smoothing for 'value' BufferValue[i] = 0.33 * 2 * price_pos + 0.67 * BufferValue[i-1]; // Clamp the value to prevent log() errors if(BufferValue[i] > 0.999) BufferValue[i] = 0.999; if(BufferValue[i] < -0.999) BufferValue[i] = -0.999; // Fisher Transform with recursive smoothing double log_val = 0.5 * MathLog((1 + BufferValue[i]) / (1 - BufferValue[i])); BufferFisher[i] = log_val + 0.5 * BufferFisher[i-1]; // The trigger is the previous Fisher value BufferTrigger[i] = BufferFisher[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); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+