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Are these sufficient? Straight translation from
http://trader.online.pl/MSZ/e-w-Fisher_Transform.html
It really doesn't take much effort to translate MS code.
- --8<--
/* ib
Fisher Transform with ROC.afl
*/
// from http://trader.online.pl/MSZ/e-w-Fisher_Transform.html
pr=(H+L)/2;
len=10;
maxh=HHV(pr,len);
minl=LLV(pr,len);
val1=AMA2(2*((pr-minl)/(maxh-minl)-.5),0.33, 0.67);
value1=IIf(val1>.99,.999,IIf(val1<-.99,-.999,val1));
fish=AMA2(log((1+value1)/(1-value1)), 0.5, 0.5);
Plot(fish, "Fisher", colorRed);
Plot(10*(fish-Ref(fish,-1)), "ROC (x10)", colorBlue);
- --8<--
- --8<--
/* ib
Fisher Transform with Signal.afl
*/
// from http://trader.online.pl/MSZ/e-w-Fisher_Transform.html
pr=(H+L)/2;
len=10;
maxh=HHV(pr,len);
minl=LLV(pr,len);
val1 = AMA2(2*((pr-minl)/(maxh-minl)-.5), .33, .67);
value1=IIf(val1>.99,.999,IIf(val1<-.99,-.999,val1));
fish=AMA2(log((1+value1)/(1-value1)), 0.5, 0.5);
Plot(fish, "Fisher", colorRed);
Plot(Ref(fish,-1), "Signal", colorBlue);
- --8<--
Cheers,
Nigel
On Tue, 10 Feb 2004 20:37, Johan wrote:
> Someone who has and donīt mind sharing John Ehlers Fisher transform
> formula?
>
> Itīs both Fisher transform + Roc of the transform.
>
> Thank you
>
>
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