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Try this--
Watch out for line wraps.
I had forgotten about it. I'll have to look into it again.
dale b
/*Fisher Transformation
TAS&C, Novermber,2002, p. 40*/
price=(H+L)/2;
Length=Optimize("length",48,1,50,1);
MaxH=HHV(price,Length);
MinL=LLV(price,Length);
EnableScript("jscript");
<%
MaxH=VBArray(AFL("MaxH")).toArray();
MinL=VBArray(AFL("MinL")).toArray();
price=VBArray(AFL("Price")).toArray();
//Create new array and initialize
Value1= new Array();
Fish=new Array();
Value1[0]=0;
Fish[0]=0;
//compute values
for (i=1;i<price.length;i++) {
Value1[i]=0.33*2*((price[i]-MinL[i])/(MaxH[i]-MinL[i])-0.5)
+0.67*Value1[i-1];
if (Value1[i]>0.99) {
Value1[i]=0.999;
}
if (Value1[i]<-0.99) {
Value1[i]=-0.99;
}
Fish[i]=0.5*Math.log((1+Value1[i])/(1-Value1[i]))+0.5*Fish[i-1];
}
AFL("Fish")=Fish;
%>//End of JScrip
Trigger=Ref(Fish,Optimize("Lookback",-1,-20,-1,1));
FishROC=MA(100*(C-Ref(C,-1))/Ref(C,-1),5);
//Buy=Cross(fishROC,fish);
//Sell=Cross(Fish,FishROC);
Buycond1=Cross(Fish,Trigger);
SellCond1=Cross(Trigger,Fish);
SellCond2=BarsSince(BuyCond1)>Optimize("days since Buy",4,1,20,1);
BuyCond2=BarsSince(SellCond1)>Optimize("Days since Sell",4,5,20,1);
Buy=BuyCond1 AND BuyCond2;
Sell=SellCond1 AND SellCond2;
Cover=Buy;
Short=Sell;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Cover=ExRem(Cover,Short);
Short=ExRem(Short,Cover);
Plot(Fish,"Fisher Transformation",4,1);
Plot(Ref(Fish,-1),"Trigger",5,1);
Plot(FishROC,"ROC",6,1);
--- In amibroker@xxxxxxxxxxxxxxx, "Johan" <epostens@xxxx> 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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