//+------------------------------------------------------------------+ //| | //| Based on the | //| Inverse fisher transform of RSI.mq4 | //| Orig Coded by mladen: mladenfx@gmail.com | //| //+------------------------------------------------------------------+ #property copyright "CopyRight 2017 mladen " #property description " " #property description "Based on the NonLag Inverse Fisher Transform of RSX " #property description " " #property description " * * * * SLOW Bias Indicator * * * * " #property description " " #property description " " #property description "Thanks MLaden" #property indicator_separate_window #property indicator_buffers 9 #property indicator_color1 clrNONE #property indicator_color2 clrNONE #property indicator_color3 clrNONE #property indicator_color4 clrNONE #property indicator_color5 clrNONE #property indicator_color8 clrLime #property indicator_color9 clrRed #property indicator_width1 2 #property indicator_width2 2 #property indicator_width3 2 #property indicator_width4 2 #property indicator_width5 2 #property indicator_width8 3 #property indicator_width9 3 #property indicator_maximum 2.2 #property indicator_minimum -2.2 #property indicator_levelcolor clrRed #property indicator_levelwidth 1 #property indicator_levelstyle 2 extern ENUM_TIMEFRAMES TimeFrame = PERIOD_M30; // Time frame extern int Length = 8; // Period extern ENUM_APPLIED_PRICE Price = PRICE_CLOSE; // Price extern int NlLength = 5; // NonLag smoothing period extern double Level1 = 1.9; // Level 1 extern double Level2 = 0.0; // Level 2 extern double Level3 = -1.9; // Level 3 extern bool Interpolate = false; // Interpolate in multi time frame mode extern double BiasAmplifier = 10.0; extern bool HighlightChange = true; // Alert Triggers info taken from // https://www.earnforex.com/blog/how-to-add-alerts-to-metatrader-indicators/ input int TriggerCandle = 1; // input bool EnableNativeAlerts = true; // input bool EnableSoundAlerts = true; // input bool EnableEmailAlerts = false; // input bool EnablePushAlerts = false; // input string AlertEmailSubject = ""; // input string AlertText = ""; // input string SoundFileName = "alert.wav"; // datetime LastAlertTime = D'01.01.1970';; // int LastAlertDirection = 0; // // 1st addd change ends double ifishua[],ifishub[],ifishda[],ifishdb[],ifisher[],ifisherMain[],ifisherSecondary[],trend[],count[], temp; string indicatorFileName; #define _mtfCall(_buff,_y) iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,Length,Price,NlLength,Level1,Level2,Level3,_buff,_y) int OnInit() { IndicatorBuffers(9); SetIndexStyle(0, DRAW_LINE); SetIndexStyle(7, DRAW_LINE); SetIndexStyle(8, DRAW_LINE); SetIndexBuffer(0, ifisher); SetIndexBuffer(1, ifishda); SetIndexBuffer(2, ifishdb); SetIndexBuffer(3, ifishua); SetIndexBuffer(4, ifishub); SetIndexBuffer(5, trend); SetIndexBuffer(6, count); SetIndexBuffer(7, ifisherMain); SetIndexBuffer(8, ifisherSecondary); SetIndexEmptyValue(7, EMPTY_VALUE); SetIndexEmptyValue(8, EMPTY_VALUE); SetLevelValue(0, Level1); SetLevelValue(1, Level2); SetLevelValue(2, Level3); SetIndexLabel(0, ""); SetIndexLabel(1, ""); SetIndexLabel(2, ""); SetIndexLabel(3, ""); SetIndexLabel(4, ""); SetIndexLabel(5, ""); SetIndexLabel(6, ""); SetIndexLabel(7, "Slow1"); SetIndexLabel(8, "Slow2"); indicatorFileName = WindowExpertName(); TimeFrame = MathMax(TimeFrame,_Period); //IndicatorShortName(timeFrameToString(TimeFrame)+" MAX ETF Bias"); IndicatorShortName("FISHER Hybrid"); return(INIT_SUCCEEDED); } void OnDeinit(const int reason) { return;} 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[] ) { int limit=MathMax(rates_total-prev_calculated-1,0); count[0]=limit; if (TimeFrame!=_Period) { limit = (int)MathMax(limit,MathMin(rates_total-1,(_mtfCall(6,0)+1)*TimeFrame/_Period)); if (trend[limit]== 1) CleanPoint(limit,ifishua,ifishub); if (trend[limit]==-1) CleanPoint(limit,ifishda,ifishdb); int i=limit; for (; i>=0 && !_StopFlag; i--) { int y = iBarShift(NULL,TimeFrame,time[i]); ifisher[i] = _mtfCall(0,y); if (ifisher[i] != 0) { if (ifisher[i] > 0) { if (!HighlightChange) ifisherMain[i] = ifisher[i] + pow(ifisher[i], BiasAmplifier); else { if (ifisherMain[i+1] != EMPTY_VALUE) temp = ifisherMain[i+1]; else temp = ifisherSecondary[i+1]; if (ifisher[i] + pow(ifisher[i], BiasAmplifier) > temp || ifisher[i] + pow(ifisher[i], BiasAmplifier) == ifisherMain[i+1]) { ifisherMain[i] = ifisher[i] + pow(ifisher[i], BiasAmplifier); if (ifisherMain[i+1] == EMPTY_VALUE) ifisherMain[i+1] = ifisherSecondary[i+1]; ifisherSecondary[i] = EMPTY_VALUE; } else { ifisherSecondary[i] = ifisher[i] + pow(ifisher[i], BiasAmplifier); if (ifisherSecondary[i+1] == EMPTY_VALUE) ifisherSecondary[i+1] = ifisherMain[i+1]; ifisherMain[i] = EMPTY_VALUE; } } } else { if (!HighlightChange) ifisherMain[i] = (-1) * (MathAbs(ifisher[i]) + MathAbs(pow(ifisher[i], BiasAmplifier))); else { if (ifisherMain[i+1] != EMPTY_VALUE) temp = ifisherMain[i+1]; else temp = ifisherSecondary[i+1]; if ((-1) * (MathAbs(ifisher[i]) + MathAbs(pow(ifisher[i], BiasAmplifier))) < temp || (-1) * (MathAbs(ifisher[i]) + MathAbs(pow(ifisher[i], BiasAmplifier))) == ifisherSecondary[i+1]) { ifisherSecondary[i] = (-1) * (MathAbs(ifisher[i]) + MathAbs(pow(ifisher[i], BiasAmplifier))); if (ifisherSecondary[i+1] == EMPTY_VALUE) ifisherSecondary[i+1] = ifisherMain[i+1]; ifisherMain[i] = EMPTY_VALUE; } else { ifisherMain[i] = (-1) * (MathAbs(ifisher[i]) + MathAbs(pow(ifisher[i], BiasAmplifier))); if (ifisherMain[i+1] == EMPTY_VALUE) ifisherMain[i+1] = ifisherSecondary[i+1]; ifisherSecondary[i] = EMPTY_VALUE; } } } } else { ifisherMain[i] = 0; } trend[i] = _mtfCall(5,y); ifishda[i] = EMPTY_VALUE; ifishdb[i] = EMPTY_VALUE; ifishua[i] = EMPTY_VALUE; ifishub[i] = EMPTY_VALUE; if (!Interpolate || (i>0 && y==iBarShift(NULL,TimeFrame,time[i-1]))) continue; #define _interpolate(buff) buff[i+k] = buff[i]+(buff[i+n]-buff[i])*k/n int n,k; datetime ctime = iTime(NULL,TimeFrame,y); for(n = 1; (i+n)= ctime; n++) continue; for(k = 1; k=0 && !_StopFlag; i--) { if (trend[i]== 1) PlotPoint(i,ifishua,ifishub,ifisher); if (trend[i]==-1) PlotPoint(i,ifishda,ifishdb,ifisher); } return(rates_total-i-1); } if (trend[limit]== 1) CleanPoint(limit,ifishua,ifishub); if (trend[limit]==-1) CleanPoint(limit,ifishda,ifishdb); int i1=limit; for(int r=Bars-i1-1; i1>=0 && !_StopFlag; i1--,r++) { double avg = iNonLagMa(0.1 * (iRsx(iMA(NULL,0,1,0,MODE_SMA,Price,i1),Length,i1,rates_total)-50),NlLength,i1,rates_total); ifisher[i1] = (MathExp(2*avg)-1)/(MathExp(2*avg)+1); if (ifisher[i1] != 0) { if (ifisher[i1] > 0) { if (!HighlightChange) ifisherMain[i1] = ifisher[i1] + pow(ifisher[i1], BiasAmplifier); else { if (ifisherMain[i1+1] != EMPTY_VALUE) temp = ifisherMain[i1+1]; else temp = ifisherSecondary[i1+1]; if (ifisher[i1] + pow(ifisher[i1], BiasAmplifier) > temp || ifisher[i1] + pow(ifisher[i1], BiasAmplifier) == ifisherMain[i1+1]) { ifisherMain[i1] = ifisher[i1] + pow(ifisher[i1], BiasAmplifier); if (ifisherMain[i1+1] == EMPTY_VALUE) ifisherMain[i1+1] = ifisherSecondary[i1+1]; ifisherSecondary[i1] = EMPTY_VALUE; } else { ifisherSecondary[i1] = ifisher[i1] + pow(ifisher[i1], BiasAmplifier); if (ifisherSecondary[i1+1] == EMPTY_VALUE) ifisherSecondary[i1+1] = ifisherMain[i1+1]; ifisherMain[i1] = EMPTY_VALUE; } } } else { if (!HighlightChange) ifisherMain[i1] = (-1) * (MathAbs(ifisher[i1]) + MathAbs(pow(ifisher[i1], BiasAmplifier))); else { if (ifisherMain[i1+1] != EMPTY_VALUE) temp = ifisherMain[i1+1]; else temp = ifisherSecondary[i1+1]; if ((-1) * (MathAbs(ifisher[i1]) + MathAbs(pow(ifisher[i1], BiasAmplifier))) < temp || (-1) * (MathAbs(ifisher[i1]) + MathAbs(pow(ifisher[i1], BiasAmplifier))) == ifisherSecondary[i1+1]) { ifisherSecondary[i1] = (-1) * (MathAbs(ifisher[i1]) + MathAbs(pow(ifisher[i1], BiasAmplifier))); if (ifisherSecondary[i1+1] == EMPTY_VALUE) ifisherSecondary[i1+1] = ifisherMain[i1+1]; ifisherMain[i1] = EMPTY_VALUE; } else { ifisherMain[i1] = (-1) * (MathAbs(ifisher[i1]) + MathAbs(pow(ifisher[i1], BiasAmplifier))); if (ifisherMain[i1+1] == EMPTY_VALUE) ifisherMain[i1+1] = ifisherSecondary[i1+1]; ifisherSecondary[i1] = EMPTY_VALUE; } } } } else { ifisherMain[i1] = 0; } trend[i1] = (i1 Level3) trend[i1] = 0; if (ifisher[i1] > Level1) trend[i1] = 1; if (ifisher[i1] < Level3) trend[i1] = -1; ifishda[i1] = EMPTY_VALUE; ifishdb[i1] = EMPTY_VALUE; ifishua[i1] = EMPTY_VALUE; ifishub[i1] = EMPTY_VALUE; if (trend[i1]== 1) PlotPoint(i1,ifishua,ifishub,ifisher); if (trend[i1]==-1) PlotPoint(i1,ifishda,ifishdb,ifisher); } return(rates_total-i1-1); } #define _rsiInstances 1 #define _rsiInstancesSize 13 double workRsi[][_rsiInstances*_rsiInstancesSize]; #define _price 0 #define _change 1 #define _changa 2 double iRsx(double price, double period, int i, int bars, int instanceNo=0) { if (ArrayRange(workRsi,0)!=bars) ArrayResize(workRsi,bars); int z = instanceNo*_rsiInstancesSize; int r = bars-i-1; workRsi[r][z+_price] = price; double Kg = (3.0)/(2.0+period), Hg = 1.0-Kg; if (r<1) { for (int k=1; k<13; k++) workRsi[r][k+z] = 0; return(50); } double mom = workRsi[r][_price+z]-workRsi[r-1][_price+z]; double moa = MathAbs(mom); for (int k1=0; k1<3; k1++) { int kk = k1*2; workRsi[r][z+kk+1] = Kg*mom + Hg*workRsi[r-1][z+kk+1]; workRsi[r][z+kk+2] = Kg*workRsi[r][z+kk+1] + Hg*workRsi[r-1][z+kk+2]; mom = 1.5*workRsi[r][z+kk+1] - 0.5 * workRsi[r][z+kk+2]; workRsi[r][z+kk+7] = Kg*moa + Hg*workRsi[r-1][z+kk+7]; workRsi[r][z+kk+8] = Kg*workRsi[r][z+kk+7] + Hg*workRsi[r-1][z+kk+8]; moa = 1.5*workRsi[r][z+kk+7] - 0.5 * workRsi[r][z+kk+8]; } return(MathMax(MathMin((mom/MathMax(moa,DBL_MIN)+1.0)*50.0,100.00),0.00)); } #define _length 0 #define _len 1 #define _weight 2 double nlmvalues[ ][3]; double nlmprices[ ][1]; double nlmalphas[ ][1]; double iNonLagMa(double price, double length, int r, int bars, int instanceNo=0) { if (ArrayRange(nlmprices,0) != bars) ArrayResize(nlmprices,bars); if (ArrayRange(nlmvalues,0) < instanceNo+1) ArrayResize(nlmvalues,instanceNo+1); r=bars-r-1; nlmprices[r][instanceNo]=price; if (length<5 || r<3) return(nlmprices[r][instanceNo]); if (nlmvalues[instanceNo][_length] != length) { double Cycle = 4.0; double Coeff = 3.0*M_PI; int Phase = (int)(length-1); nlmvalues[instanceNo][_length] = length; nlmvalues[instanceNo][_len ] = (int)(length*4) + Phase; nlmvalues[instanceNo][_weight] = 0; if (ArrayRange(nlmalphas,0) < (int)nlmvalues[instanceNo][_len]) ArrayResize(nlmalphas,(int)nlmvalues[instanceNo][_len]); for (int k=0; k<(int)nlmvalues[instanceNo][_len]; k++) { double t; if (k<=Phase-1) t = 1.0 * k/(Phase-1); else t = 1.0 + (k-Phase+1)*(2.0*Cycle-1.0)/(Cycle*length-1.0); double beta = MathCos(M_PI*t); double g = 1.0/(Coeff*t+1); if (t <= 0.5 ) g = 1; nlmalphas[k][instanceNo] = g * beta; nlmvalues[instanceNo][_weight] += nlmalphas[k][instanceNo]; } } if (nlmvalues[instanceNo][_weight]>0) { double sum = 0; for (int k2=0; k2 < (int)nlmvalues[instanceNo][_len] && (r-k2)>=0; k2++) sum += nlmalphas[k2][instanceNo]*nlmprices[r-k2][instanceNo]; return( sum / nlmvalues[instanceNo][_weight]); } // addd change starts // Alert Triggers from // https://www.earnforex.com/blog/how-to-add-alerts-to-metatrader-indicators/ if (((TriggerCandle > 0) && (Time[0] > LastAlertTime)) || (TriggerCandle == 0)) { string Text; // Up Arrow Alert if ((ifisherMain[TriggerCandle] > 0) && ((TriggerCandle > 0) || ((TriggerCandle == 0) && (LastAlertDirection != 1)))) { Text = AlertText + "CCI Arrows: " + Symbol() + " - " + EnumToString((ENUM_TIMEFRAMES)Period()) + " - Up."; if (EnableNativeAlerts) Alert(Text); if (EnableEmailAlerts) SendMail(AlertEmailSubject + "CCI Arrows Alert", Text); if (EnableSoundAlerts) PlaySound(SoundFileName); if (EnablePushAlerts) SendNotification(Text); LastAlertTime = Time[0]; LastAlertDirection = 1; } // Down Arrow Alert if ((ifisherMain[TriggerCandle] > 0) && ((TriggerCandle > 0) || ((TriggerCandle == 0) && (LastAlertDirection != -1)))) { Text = AlertText + "CCI Arrows: " + Symbol() + " - " + EnumToString((ENUM_TIMEFRAMES)Period()) + " - Down."; if (EnableNativeAlerts) Alert(Text); if (EnableEmailAlerts) SendMail(AlertEmailSubject + "CCI Arrows Alert", Text); if (EnableSoundAlerts) PlaySound(SoundFileName); if (EnablePushAlerts) SendNotification(Text); LastAlertTime = Time[0]; LastAlertDirection = -1; } } // // addd change ends else return(0); } void CleanPoint(int i,double& first[],double& second[]) { if (i>=Bars-2) return; if ((second[i] != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE)) second[i+1] = EMPTY_VALUE; else if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE)) first[i+1] = EMPTY_VALUE; } void PlotPoint(int i,double& first[],double& second[],double& from[]) { if (i>=Bars-2) return; if (first[i+1] == EMPTY_VALUE) if (first[i+2] == EMPTY_VALUE) { first[i] = from[i]; first[i+1] = from[i+1]; second[i] = EMPTY_VALUE; } else { second[i] = from[i]; second[i+1] = from[i+1]; first[i] = EMPTY_VALUE; } else { first[i] = from[i]; second[i] = EMPTY_VALUE; } } string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"}; int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200}; string timeFrameToString(int tf) { for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); }