//+------------------------------------------------------------------+
//|                                                   Fisher RVI.mq4 |
//|                                                           mladen |
//|                       Converted from Mladen's mq5 version to mq4 |
//+------------------------------------------------------------------+
#property copyright   "mladen"
#property link        "mladenfx@gmail.com"
#property link        "https://www.mql5.com"
#property description "Fisher RVI"
//+------------------------------------------------------------------

#property  indicator_separate_window
#property  indicator_buffers    3
#property  indicator_color1     clrDeepSkyBlue
#property  indicator_color2     clrDarkGray
#property  indicator_width1     2
#property  indicator_width2     1
#property  indicator_style2     STYLE_DOT
#property  strict

//--- input parameters
input int inpRviPeriod=10; // RVI period
input double Level1 = 0.0; // Level 1

//--- buffers declarations
double val[],valc[],signal[],rvi[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
   IndicatorBuffers(4);
   SetIndexBuffer(0,val); SetIndexLabel(0,"val");
   SetIndexBuffer(1,signal); SetIndexLabel(1,"signal");
   SetIndexBuffer(2,valc); SetIndexLabel(2,"valc"); SetIndexStyle(2,DRAW_NONE);
   SetIndexBuffer(3,rvi); SetIndexLabel(3,"rvi"); SetIndexStyle(3,DRAW_NONE);
   SetLevelValue(0,Level1);
   for(int i=0; i<indicator_buffers-1; i++) SetIndexStyle(i,DRAW_LINE);
//---
   IndicatorShortName("Fisher RVI ("+(string)inpRviPeriod+")");
   return(INIT_SUCCEEDED);
}
//------------------------------------------------------------------
//
//------------------------------------------------------------------
void OnDeinit(const int reason) { return;}

//
//
//
//
//
//+------------------------------------------------------------------+
//| Custom indicator iteration 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[])
  {
   if(Bars(_Symbol,_Period)<rates_total) return(prev_calculated);

   int i=(int)MathMax(prev_calculated-1,1); for(; i<rates_total && !_StopFlag; i++)
     {
      double num   = 0.0;
      double denom = 0.0;
      for(int k=0; k<inpRviPeriod && (i-k-3)>=0; k++)
        {
         num   += close[i-k]-open[i-k]+2*(close[i-k-1]-open[i-k-1])+2*(close[i-k-2]-open[i-k-2])+close[i-k-3]-open[i-k-3];
         denom += high[i-k]-low[i-k]+2*(high[i-k-1]-low[i-k-1])+2*(high[i-k-2]-low[i-k-2])+high[i-k-3]-low[i-k-3];
        }
      rvi[i]=(denom!=0.0) ? num/denom : 0;
      int    _start = (int)MathMax(i-inpRviPeriod+1,0);
      double _lo    = rvi[ArrayMinimum(rvi,_start,inpRviPeriod)];
      double _hi    = rvi[ArrayMaximum(rvi,_start,inpRviPeriod)];
      double stoRvi = (_hi!=_lo) ? MathMax(MathMin(2.0*((rvi[i]-_lo)/(_hi-_lo)-0.5),0.99999),-0.99999) : 0;
      //---------------
      val[i]    = 0.5*MathLog((1+stoRvi)/(1-stoRvi));
      signal[i] = (i>0) ? val[i-1] : val[i];
      valc[i]   = (val[i]>signal[i]) ? 1 :(val[i]<signal[i]) ? 2 :(i>0) ? valc[i-1]: 0;
     }
   return (i);
  }
//+------------------------------------------------------------------+