#property copyright "Copyright ?2005, Yura Prokofiev"
#property link "Yura.prokofiev@gmail.com"
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Lime
#property indicator_color2 Blue
#property indicator_color3 Red
#property indicator_level1 -0.25
#property indicator_level2 0.25
extern int period=48;
extern int bars_count=1000;
double ExtBuffer0[];
double ExtBuffer1[];
double ExtBuffer2[];
int init()
{
SetIndexStyle(0,DRAW_NONE);
SetIndexStyle(1,DRAW_LINE,1,3);
SetIndexStyle(2,DRAW_LINE,1,3);
//IndicatorDigits(Digits+1);
SetIndexBuffer(0,ExtBuffer0);
SetIndexBuffer(1,ExtBuffer1);
SetIndexBuffer(2,ExtBuffer2);
IndicatorShortName("跤龙出水");
SetIndexLabel(1,NULL);
SetIndexLabel(2,NULL);
return(0);
}
int start()
{
//int period=10;
int limit;
int counted_bars=IndicatorCounted();
double prev,current,old;
double Value=0,Value1=0,Value2=0,Fish=0,Fish1=0,Fish2=0;
double price;
double MinL=0;
double MaxH=0;
if(counted_bars>0) counted_bars--;
if(bars_count > Bars || bars_count==0)
{
limit=Bars - period;
}else{
limit=bars_count-period;
}
for(int i=limit; i>=0; i--)
{ MaxH = High[Highest(NULL,0,MODE_HIGH,period,i)];
MinL = Low[Lowest(NULL,0,MODE_LOW,period,i)];
price = (High[i]+Low[i])/2;
Value = 0.33*2*((price-MinL)/(MaxH-MinL)-0.5) + 0.67*Value1;
Value=MathMin(MathMax(Value,-0.999),0.999);
ExtBuffer0[i]=0.5*MathLog((1+Value)/(1-Value))+0.5*Fish1;
Value1=Value;
Fish1=ExtBuffer0[i];
}
bool up=true;
for(i=limit-2; i>=0; i--)
{
current=ExtBuffer0[i];
prev=ExtBuffer0[i+1];
if (((current<0)&&(prev>0))||(current<0)) up= false;
if (((current>0)&&(prev<0))||(current>0)) up= true;
if(!up)
{
ExtBuffer2[i]=current;
ExtBuffer1[i]=0.0;
}
else
{
ExtBuffer1[i]=current;
ExtBuffer2[i]=0.0;
}
}
return(0);
}
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