//+------------------------------------------------------------------+
//|                                                           Fisher |
//|                                      Copyright © 2009, EarnForex |
//|                                        http://www.earnforex.com/ |
//|                     Based on Fisher_Yur4ik.mq4 by Yura Prokofiev |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, EarnForex"
#property link      "http://www.earnforex.com"
#property version   "1.03"

#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots   1
#property indicator_color1 Lime, Red
#property indicator_type1 DRAW_COLOR_HISTOGRAM
#property indicator_style1  STYLE_SOLID
#property indicator_width1  2

//---- indicator parameters
input int period = 10;

//---- indicator buffers
double ExtBuffer0[]; //This buffer is for drawing
double ExtBuffer1[]; //This buffer is for color


//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
{
   IndicatorSetString(INDICATOR_SHORTNAME, "Fisher");
   IndicatorSetInteger(INDICATOR_DIGITS, _Digits + 1);

//---- indicator buffers mapping
   SetIndexBuffer(0, ExtBuffer0, INDICATOR_DATA);
   SetIndexBuffer(1, ExtBuffer1, INDICATOR_COLOR_INDEX);
}

//+------------------------------------------------------------------+
//| Data Calculation Function for Indicator                          |
//+------------------------------------------------------------------+
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;
   double prev, current;
   double Value1 = 0, Fish1 = 0;
   
   ArraySetAsSeries(High, true);
   ArraySetAsSeries(Low, true);

   if (prev_calculated == rates_total) return(rates_total);
   limit = rates_total;

   for (int i = 0; i < (limit - period); i++)
   {
      double MaxH = High[ArrayMaximum(High, i, period)];
      double MinL = Low[ArrayMinimum(Low, i, period)];
      double price = (High[i] + Low[i]) / 2;
      double Value = 0.33 * 2 * ((price - MinL) / (MaxH - MinL) - 0.5) + 0.67 * Value1;     
      Value = MathMin(MathMax(Value, -0.999), 0.999); 
      int indicator_index = rates_total - i - 1;
      ExtBuffer0[indicator_index] = 0.5 * MathLog((1 + Value) / (1 - Value)) + 0.5 * Fish1;
      if (ExtBuffer0[indicator_index] < 0) ExtBuffer1[indicator_index] = 1;
      else ExtBuffer1[indicator_index] = 0;
      Value1 = Value;
      Fish1 = ExtBuffer0[indicator_index];
   }

   return(rates_total);
}