#property  copyright "Copyright © 2005, Yura Prokofiev"
#property  link      "Yura.prokofiev@gmail.com"

#property  indicator_separate_window
#property  indicator_buffers 3
#property  indicator_color1  Blue
#property  indicator_color2  Lime
#property  indicator_color3  Red
#property indicator_level1 -0.25
#property indicator_level2 0.25

extern int period=10;
extern int bars_count=1000;
extern bool AlertOn = true;
extern bool Send_Mail = true;

double         ExtBuffer0[];
double         ExtBuffer1[];
double         ExtBuffer2[];

bool flagUp = false;
bool flagDown = false;

int init()
  {
   
   
   SetIndexStyle(0,DRAW_NONE);
   SetIndexStyle(1,DRAW_HISTOGRAM);
   SetIndexStyle(2,DRAW_HISTOGRAM);
   //IndicatorDigits(Digits+1);

   SetIndexBuffer(0,ExtBuffer0);
   SetIndexBuffer(1,ExtBuffer1);
   SetIndexBuffer(2,ExtBuffer2);

   IndicatorShortName("Fisher");
   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;
   string msg; 
   

   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;
         if (i == 0)
         {
           if (ExtBuffer1[i+1] > 0  && !flagDown)
           {
             flagDown=true;
             flagUp=false;
             msg = "Trend Down change on " + Symbol() + " " + Period() + "min ";
             if (AlertOn) Alert(msg);
             if (Send_Mail) SendMail(msg, "");
           }
         } 
       }
       else
       {
          ExtBuffer1[i]=current;
          ExtBuffer2[i]=0.0;
          if (i == 0 )
          {
           if (ExtBuffer2[i+1] < 0 && !flagUp)
           {
             flagDown=false;
             flagUp=true;
             msg = "Trend Up change on " + Symbol() + " " + Period() + "min ";
             if (AlertOn) Alert(msg); 
             if (Send_Mail) SendMail(msg, "");
           }
          }
       }
     }

   return(0);
  }