//+----------------------------------------------------------+
//|                              Ehlers fisher transform.mq4 |
//|                                                   mladen |
//+----------------------------------------------------------+
#property  copyright "mladen"
#property  link      "mladenfx@gmail.com"

#property  indicator_separate_window
#property  indicator_buffers 7
#property  indicator_color1  clrPaleVioletRed
#property  indicator_color2  clrDeepSkyBlue
#property  indicator_color3  clrDimGray
#property  indicator_color4  clrLimeGreen
#property  indicator_color5  clrOrange
#property  indicator_color6  clrOrange
#property  indicator_color7  clrYellowGreen
#property  indicator_width4  2
#property  indicator_width5  2
#property  indicator_width6  2
#property  indicator_style3  STYLE_DOT
#property  indicator_style7  STYLE_DOT
#property  strict

//
//
//
//
//

#import "dynamicZone.dll"
   double dzBuyP(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i,double precision);
   double dzSellP(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i,double precision);
#import

//
//
//
//
//
 
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_tbiased2,   // Trend biased (extreme) 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
   pr_hatbiased2  // Heiken ashi trend biased (extreme) price
};
 
extern int      period                 = 10;             // Transform period
extern enPrices PriceType              = pr_median;      // Price to use
extern bool     showSignalLine         = true;           // Show EFT signal line?
extern int      DzLookBackBars         = 70;             // Dynamic zone look back
extern double   DzStartBuyProbability  = 0.05;           // Dynamic zone buy probability
extern double   DzStartSellProbability = 0.05;           // Dynamic zone sell probability

//
//
//
//
//

double buffer1[];
double buffer2[];
double buffer3[];
double buffer4[];
double Prices[];
double Values[];
double sli[];
double bli[];
double zli[];
double slope[];

   
//+----------------------------------------------------------+
//|                                                          |
//+----------------------------------------------------------+
//
//
//
//
//

int init()
{
   IndicatorBuffers(10);
      SetIndexBuffer(0,bli);
      SetIndexBuffer(1,sli);
      SetIndexBuffer(2,zli);
      SetIndexBuffer(3,buffer1);
      SetIndexBuffer(4,buffer3);
      SetIndexBuffer(5,buffer4);
      SetIndexBuffer(6,buffer2);
      SetIndexBuffer(7,Prices);
      SetIndexBuffer(8,Values);
      SetIndexBuffer(9,slope);
   IndicatorShortName("Ehlers\' Fisher transform ("+(string)period+")");
   return(0);
}


//+----------------------------------------------------------+
//|                                                          |
//+----------------------------------------------------------+
//
//
//
//
//

int start()
{
   int i,counted_bars=IndicatorCounted();
      if(counted_bars < 0) return(-1);
      if(counted_bars > 0) counted_bars--;
           int limit = MathMin(Bars-counted_bars,Bars-1);

   //
   //
   //
   //
   //
   
   if (slope[limit]==-1) CleanPoint(limit,buffer3,buffer4);     
   for(i=limit; i>=0; i--)
   {  
      Prices[i] = getPrice(PriceType,Open,Close,High,Low,i);
      
      //
      //
      //
      //
      //
                  
         double MaxH = Prices[ArrayMaximum(Prices,period,i)];
         double MinL = Prices[ArrayMinimum(Prices,period,i)];
         if (MaxH!=MinL && i<Bars-1)
               Values[i] = 0.33*2*((Prices[i]-MinL)/(MaxH-MinL)-0.5)+0.67*Values[i+1];
         else  Values[i] = 0.00;
               Values[i] = fmin(fmax(Values[i],-0.999),0.999); 

      // 
      //
      //
      //
      //
      
      if (i<Bars-1)
      {
        buffer1[i] = 0.5*MathLog((1+Values[i])/(1-Values[i]))+0.5*buffer1[i+1];
        if (showSignalLine) buffer2[i] = buffer1[i+1];
        buffer3[i] = EMPTY_VALUE;
        buffer4[i] = EMPTY_VALUE;
        bli[i]     = dzBuyP (buffer1, DzStartBuyProbability,  DzLookBackBars, Bars, i,0.0001);
        sli[i]     = dzSellP(buffer1, DzStartSellProbability, DzLookBackBars, Bars, i,0.0001);
        zli[i]     = dzSellP(buffer1, 0.5,                    DzLookBackBars, Bars, i,0.0001);
        slope[i]   = (i<Bars-1) ? (buffer1[i]>buffer1[i+1]) ? 1 : (buffer1[i]<buffer1[i+1]) ? -1 : slope[i+1] : 0;
        if (slope[i]==-1) PlotPoint(i,buffer3,buffer4,buffer1);
      }
   }
return(0);
}

//
//
//
//
//

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 tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i, int instanceNo=0)
{
  if (tprice>=pr_haclose)
   {
      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  <haClose) { workHa[r][instanceNo+0] = haLow;  workHa[r][instanceNo+1] = haHigh; } 
         else                 { workHa[r][instanceNo+0] = haHigh; workHa[r][instanceNo+1] = haLow;  } 
                                workHa[r][instanceNo+2] = haOpen;
                                workHa[r][instanceNo+3] = haClose;
         //
         //
         //
         //
         //
         
         switch (tprice)
         {
            case pr_haclose:     return(haClose);
            case pr_haopen:      return(haOpen);
            case pr_hahigh:      return(haHigh);
            case pr_halow:       return(haLow);
            case pr_hamedian:    return((haHigh+haLow)/2.0);
            case pr_hamedianb:   return((haOpen+haClose)/2.0);
            case pr_hatypical:   return((haHigh+haLow+haClose)/3.0);
            case pr_haweighted:  return((haHigh+haLow+haClose+haClose)/4.0);
            case pr_haaverage:   return((haHigh+haLow+haClose+haOpen)/4.0);
            case pr_hatbiased:
               if (haClose>haOpen)
                     return((haHigh+haClose)/2.0);
               else  return((haLow+haClose)/2.0);        
            case pr_hatbiased2:
               if (haClose>haOpen)  return(haHigh);
               if (haClose<haOpen)  return(haLow);
                                    return(haClose);        
         }
   }
   
   //
   //
   //
   //
   //
   
   switch (tprice)
   {
      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);        
      case pr_tbiased2:   
               if (close[i]>open[i]) return(high[i]);
               if (close[i]<open[i]) return(low[i]);
                                     return(close[i]);        
   }
   return(0);
}