//+----------------------------------------------------------+ //| Ehlers fisher transform.mq4 | //| mladen | //+----------------------------------------------------------+ #property copyright "mladen" #property link "mladenfx@gmail.com" #property indicator_separate_window #property indicator_buffers 8 #property indicator_color1 clrBlue #property indicator_color2 clrDeepSkyBlue #property indicator_color3 clrRed #property indicator_color4 clrSandyBrown #property indicator_color5 clrLimeGreen #property indicator_color6 clrRed #property indicator_color7 clrRed #property indicator_color8 clrGoldenrod #property indicator_width1 3 #property indicator_width2 2 #property indicator_width3 3 #property indicator_width4 2 #property indicator_width5 3 #property indicator_width6 3 #property indicator_width7 3 #property indicator_style8 STYLE_DOT #property strict // // // // // enum enPrices { pr_close, // Close pr_open, // Open pr_high, // High pr_low, // Low pr_median, // Median pr_typical, // Typical pr_weighted, // Weighted pr_average, // Average (high+low+open+close)/4 pr_medianb, // Average median body (open+close)/2 pr_tbiased, // Trend biased price pr_haclose, // Heiken ashi close pr_haopen , // Heiken ashi open pr_hahigh, // Heiken ashi high pr_halow, // Heiken ashi low pr_hamedian, // Heiken ashi median pr_hatypical, // Heiken ashi typical pr_haweighted, // Heiken ashi weighted pr_haaverage, // Heiken ashi average pr_hamedianb, // Heiken ashi median body pr_hatbiased // Heiken ashi trend biased price }; enum enFilterWhat { flt_prc, // Filter the price flt_val, // Filter the fisher transform value flt_both // Filter both }; extern int period = 10; // Transform period extern enPrices PriceType = pr_median; // Price to use extern double Weight = 2; // Smoothing weight extern double Filter = 0; // Filter to use for filtering (<=0 - no filtering) extern int FilterPeriod = 0; // Filter period (0<= to use transform period) extern enFilterWhat FilterOn = flt_val; // Apply filter to : extern bool showSignalLine = true; // Show EFT signal line? extern bool alertsOn = false; // Turn alerts on? extern bool alertsOnCurrent = false; // Alerts on still opened bar? extern bool alertsMessage = true; // Alerts should display message? extern bool alertsOnSlope = true; // Alerts on slope extern bool alertsOnZeroCross = true; // Alerts on zero cross extern bool alertsOnSignalCross = true; // Alerts on zero cross extern bool alertsSound = false; // Alerts should play a sound? extern bool alertsNotify = false; // Alerts should send a notification? extern bool alertsEmail = false; // Alerts should send an email? extern string soundFile = "alert2.wav"; // Sound file extern bool arrowsVisible = false; // Show arrows? extern string arrowsIdentifier = "eft arrows1"; // Arrows ID extern bool arrowsOnNewest = false; // Arrows drawn on newst bar of higher time frame bar? extern double arrowsUpperGap = 0.7; // Arrows Upper Gap extern double arrowsLowerGap = 0.7; // Arrows lower gap extern bool arrowsOnZeroCross = true; // Show arrows on zero cross? extern color arrowsOnZeroCrossUpColor = clrBlue; // Zero cross Up arrow color extern color arrowsOnZeroCrossDnColor = clrRed; // Zero cross Down arrows color extern int arrowsOnZeroCrossUpCode = 233; // Zero cross Up arrow code extern int arrowsOnZeroCrossDnCode = 234; // Zero cross Down arrow code extern int arrowsOnZeroCrossUpSize = 2; // Zero cross Up arrow size extern int arrowsOnZeroCrossDnSize = 2; // Zero cross Down arrow size extern bool arrowsOnSlope = false; // Show arrows on slope change? extern color arrowsOnSlopeUpColor = clrLimeGreen; // Slope change Up arrow color extern color arrowsOnSlopeDnColor = clrRed; // Slope change Down arrows color extern int arrowsOnSlopeUpCode = 159; // Slope change Up arrow code extern int arrowsOnSlopeDnCode = 159; // Slope change Down arrow code extern int arrowsOnSlopeUpSize = 2; // Slope change Up arrow size extern int arrowsOnSlopeDnSize = 2; // Slope change Down arrow size extern bool arrowsOnSignalCross = false; // Show arrows on signal cross? extern color arrowsOnSignalCrossUpColor = clrLimeGreen; // Signal cross Up arrow color extern color arrowsOnSignalCrossDnColor = clrRed; // Signal cross Down arrows color extern int arrowsOnSignalCrossUpCode = 159; // Signal cross Up arrow code extern int arrowsOnSignalCrossDnCode = 159; // Signal cross Down arrow code extern int arrowsOnSignalCrossUpSize = 2; // Signal cross Up arrow size extern int arrowsOnSignalCrossDnSize = 2; // Signal cross Down arrow size // // // // // double buffer1[],histouu[],histoud[],histodd[],histodu[],buffer2[],buffer3[],buffer4[],Prices[],Values[],cross[],slope[],trend[]; //+----------------------------------------------------------+ //| | //+----------------------------------------------------------+ // // // // // int init() { IndicatorBuffers(13); SetIndexBuffer(0,histouu); SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexBuffer(1,histoud); SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexBuffer(2,histodd); SetIndexStyle(2,DRAW_HISTOGRAM); SetIndexBuffer(3,histodu); SetIndexStyle(3,DRAW_HISTOGRAM); SetIndexBuffer(4,buffer1); SetIndexBuffer(5,buffer2); SetIndexBuffer(6,buffer3); SetIndexBuffer(7,buffer4); SetIndexBuffer(8,Prices); SetIndexBuffer(9,Values); SetIndexBuffer(10,cross); SetIndexBuffer(11,slope); SetIndexBuffer(12,trend); if (!showSignalLine) SetIndexStyle(7, DRAW_NONE); IndicatorShortName("Ehlers\' Fisher transform ("+(string)period+","+(string)Filter+")"); return(0); } int deinit() { string lookFor = arrowsIdentifier+":"; int lookForLength = StringLen(lookFor); for (int i=ObjectsTotal()-1; i>=0; i--) { string objectName = ObjectName(i); if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName); } return(0); } //---------------------------------------------------------- // //---------------------------------------------------------- // // // // // int start() { static int previousCounted=0; int counted_bars=IndicatorCounted(); if(counted_bars < 0) return(-1); if(counted_bars > 0) counted_bars--; int limit = MathMin(Bars-counted_bars,Bars-1); // // // // // int tperiod = FilterPeriod; if (tperiod<=0) tperiod = period; double pfilter = Filter; if (FilterOn==flt_val) pfilter=0; double vfilter = Filter; if (FilterOn==flt_prc) vfilter=0; double alpha = 2.0/(1.0+Weight); if (cross[limit]==-1) CleanPoint(limit,buffer2,buffer3); for(int i=limit; i>=0; i--) { Prices[i] = iFilter(getPrice(PriceType,Open,Close,High,Low,i),pfilter,tperiod,i,0); // // // // // double MaxH = Prices[ArrayMaximum(Prices,period,i)]; double MinL = Prices[ArrayMinimum(Prices,period,i)]; if (MaxH!=MinL && ibuffer1[i+1]) ? 1 : (buffer1[i]0) ? 1 : (buffer1[i]<0) ? -1 : trend[i+1] : 0; cross[i] = (ibuffer4[i]) ? 1 : (buffer1[i]0) if (slope[i]==1) histouu[i] = buffer1[i]; else histoud[i] = buffer1[i]; if (buffer1[i]<0) if (slope[i]==1) histodu[i] = buffer1[i]; else histodd[i] = buffer1[i]; } else buffer1[i] = 0; // // // // // if (arrowsVisible) { ObjectDelete(arrowsIdentifier+":1:"+(string)Time[i]); ObjectDelete(arrowsIdentifier+":2:"+(string)Time[i]); ObjectDelete(arrowsIdentifier+":3:"+(string)Time[i]); string lookFor = arrowsIdentifier+":"+(string)Time[i]; ObjectDelete(lookFor); if (i<(Bars-1) && arrowsOnZeroCross && trend[i] != trend[i+1]) { if (trend[i] == 1) drawArrow("1",0.5,i,arrowsOnZeroCrossUpColor,arrowsOnZeroCrossUpCode,arrowsOnZeroCrossUpSize,false); if (trend[i] ==-1) drawArrow("1",0.5,i,arrowsOnZeroCrossDnColor,arrowsOnZeroCrossDnCode,arrowsOnZeroCrossDnSize,true); } if (i<(Bars-1) && arrowsOnSlope && slope[i] != slope[i+1]) { if (slope[i] == 1) drawArrow("2",1,i,arrowsOnSlopeUpColor,arrowsOnSlopeUpCode,arrowsOnSlopeUpSize,false); if (slope[i] ==-1) drawArrow("2",1,i,arrowsOnSlopeDnColor,arrowsOnSlopeDnCode,arrowsOnSlopeDnSize,true); } if (i<(Bars-1) && arrowsOnSignalCross && cross[i] != cross[i+1]) { if (cross[i] == 1) drawArrow("3",1.5,i,arrowsOnSignalCrossUpColor,arrowsOnSignalCrossUpCode,arrowsOnSignalCrossUpSize,false); if (cross[i] ==-1) drawArrow("3",1.5,i,arrowsOnSignalCrossDnColor,arrowsOnSignalCrossDnCode,arrowsOnSignalCrossDnSize,true); } } } // // // // // if (alertsOn) { int whichBar = 1; if (alertsOnCurrent) whichBar = 0; static datetime time1 = 0; static string mess1 = ""; if (alertsOnSlope && slope[whichBar] != slope[whichBar+1]) { if (slope[whichBar] == 1) doAlert(time1,mess1,whichBar,"sloping up"); if (slope[whichBar] ==-1) doAlert(time1,mess1,whichBar,"sloping down"); } static datetime time2 = 0; static string mess2 = ""; if (alertsOnZeroCross && trend[whichBar] != trend[whichBar+1]) { if (trend[whichBar] == 1) doAlert(time2,mess2,whichBar,"crossing zero up"); if (trend[whichBar] == -1) doAlert(time2,mess2,whichBar,"crossing zero down"); } static datetime time3 = 0; static string mess3 = ""; if (alertsOnSignalCross && cross[whichBar] != cross[whichBar+1]) { if (cross[whichBar] == 1) doAlert(time3,mess3,whichBar,"crossing signal up"); if (cross[whichBar] == -1) doAlert(time3,mess3,whichBar,"crossing signal down"); } } return(0); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // #define filterInstances 2 double workFil[][filterInstances*3]; #define _fchange 0 #define _fachang 1 #define _fprice 2 double iFilter(double tprice, double filter, int tperiod, int i, int instanceNo=0) { if (filter<=0) return(tprice); if (ArrayRange(workFil,0)!= Bars) ArrayResize(workFil,Bars); i = Bars-i-1; instanceNo*=3; // // // // // workFil[i][instanceNo+_fprice] = tprice; if (i<1) return(tprice); workFil[i][instanceNo+_fchange] = MathAbs(workFil[i][instanceNo+_fprice]-workFil[i-1][instanceNo+_fprice]); workFil[i][instanceNo+_fachang] = workFil[i][instanceNo+_fchange]; for (int k=1; k=0; k++) workFil[i][instanceNo+_fachang] += workFil[i-k][instanceNo+_fchange]; workFil[i][instanceNo+_fachang] /= tperiod; double stddev = 0; for (int k=0; k=0; k++) stddev += MathPow(workFil[i-k][instanceNo+_fchange]-workFil[i-k][instanceNo+_fachang],2); stddev = MathSqrt(stddev/(double)tperiod); double filtev = filter * stddev; if( MathAbs(workFil[i][instanceNo+_fprice]-workFil[i-1][instanceNo+_fprice]) < filtev ) workFil[i][instanceNo+_fprice]=workFil[i-1][instanceNo+_fprice]; return(workFil[i][instanceNo+_fprice]); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void CleanPoint(int i,double& first[],double& second[]) { if (i>=Bars-3) 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; } } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // #define priceInstances 1 double workHa[][priceInstances*4]; double getPrice(int price, const double& open[], const double& close[], const double& high[], const double& low[], int i, int instanceNo=0) { if (price>=pr_haclose && price<=pr_hatbiased) { if (ArrayRange(workHa,0)!= Bars) ArrayResize(workHa,Bars); instanceNo*=4; int r = Bars-i-1; // // // // // double haOpen; if (r>0) haOpen = (workHa[r-1][instanceNo+2] + workHa[r-1][instanceNo+3])/2.0; else haOpen = (open[i]+close[i])/2; double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0; double haHigh = MathMax(high[i], MathMax(haOpen,haClose)); double haLow = MathMin(low[i] , MathMin(haOpen,haClose)); if(haOpen haOpen) return((haHigh+haClose)/2.0); else return((haLow+haClose)/2.0); } } // // // // // switch (price) { case pr_close: return(close[i]); case pr_open: return(open[i]); case pr_high: return(high[i]); case pr_low: return(low[i]); case pr_median: return((high[i]+low[i])/2.0); case pr_medianb: return((open[i]+close[i])/2.0); case pr_typical: return((high[i]+low[i]+close[i])/3.0); case pr_weighted: return((high[i]+low[i]+close[i]+close[i])/4.0); case pr_average: return((high[i]+low[i]+close[i]+open[i])/4.0); case pr_tbiased: if (close[i]>open[i]) return((high[i]+close[i])/2.0); else return((low[i]+close[i])/2.0); } return(0); } // // // // // void doAlert(datetime& previousTime, string& previousAlert, int forBar, string doWhat) { string message; if (previousAlert != doWhat || previousTime != Time[forBar]) { previousAlert = doWhat; previousTime = Time[forBar]; // // // // // message = timeFrameToString(_Period)+" "+_Symbol+" at "+TimeToStr(TimeLocal(),TIME_SECONDS)+" Ehlers Fisher Transform "+doWhat; if (alertsMessage) Alert(message); if (alertsNotify) SendNotification(message); if (alertsEmail) SendMail(_Symbol+" Ehlers Fisher Transform ",message); if (alertsSound) PlaySound(soundFile); } } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void drawArrow(string nameAdd, double gapMul, int i,color theColor, int theCode, int theWidth, bool up) { string name = arrowsIdentifier+":"+nameAdd+":"+(string)Time[i]; double gap = iATR(NULL,0,20,i)*gapMul; // // // // // // int add = 0; if (!arrowsOnNewest) add = _Period*60-1; ObjectCreate(name,OBJ_ARROW,0,Time[i],0); ObjectSet(name,OBJPROP_ARROWCODE,theCode); ObjectSet(name,OBJPROP_WIDTH,theWidth); ObjectSet(name,OBJPROP_COLOR,theColor); if (up) ObjectSet(name,OBJPROP_PRICE1,High[i] + arrowsUpperGap * gap); else ObjectSet(name,OBJPROP_PRICE1,Low[i] - arrowsLowerGap * gap); } // // // // // 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(""); }