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<FONT face=Arial color=#0000ff
size=2>Nigel,
<FONT face=Arial color=#0000ff
size=2>
I feel
like an idiot, trying to get this to plot...
any
chance of getting the #include
<lib/Libnr.afl>to go along with it?
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Cheers,
Mr
Valley
<FONT face=Tahoma
size=2>-----Original Message-----From: Nigel Rowe
[mailto:rho@xxxxxxxxxxxxxxx]Sent: Tuesday, February 10, 2004 4:01
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Fisher transform-----BEGIN PGP SIGNED
MESSAGE-----Hash: SHA1I shouldn't follow up to my own post, but a
tidy up and generalisation gives- --8<-- put this in your
library.aflfunction FisherTransform(price, period)
{ // The Fisher Transform changes the
PDF of any waveform so that // the
transformed output has an approximately Gaussian PDF.
// See 'Using The Fisher Transform' by
John Ehlers in the Nov 2002 // issue of
Stocks and Commodities Magazine. local
Maxh, Minl; local
tmp; Maxh = HHV(price,
period); Minl = LLV(price,
period); tmp =
AMA2(2*((price-minl)/(maxh-minl)-0.5), 0.33,
0.67); tmp = IIf(tmp > 0.99,
0.999, tmp); tmp = IIf(tmp < -0.99,
-0.999, tmp); return
AMA2(log((1+tmp2)/(1-tmp2)), 0.5, 0.5);}- --8<---
--8<--/* ibFisher Transform with Signal.afl*/#include
<lib/Libnr.afl>fish = FisherTransform((H+L)/2,
10);Plot(fish, "Fisher", colorRed);Plot(Ref(fish,-1), "Signal",
colorBlue);//--Indicator-End-- //<A
href="">http://www.linnsoft.com/tour/techind/fish.htm"Fisher
Transform (FISH) is based on the article 'Using The Fisher Transform'"+"
by John Ehlers in the November 2002 issue of Stocks and Commodities
Magazine. "+" FISH has sharp and distinct turning points that occur in
a timely fashion. "+" It is based on the assumption that prices do not
have a Gaussian probability"+" density function (PDF), but you can
create a nearly Gaussian PDF for prices by"+" normalizing price, or an
indicator such as RSI, and applying the Fisher Transform. "+" The
resulting peak swings clearly identify price reversals.";-
--8<--- --8<--/* ibFisher Transform with
ROC.afl*/#include <lib/Libnr.afl>fish =
FisherTransform((H+L)/2, 10);Plot(fish, "Fisher",
colorRed);Plot(10*(fish-Ref(fish,-1)), "ROC (x10)", colorBlue);-
--8<--
Cheers,
NigelOn Tue, 10 Feb 2004 21:05, Nigel Rowe wrote:> Are these
sufficient? Straight translation from> <A
href="">http://trader.online.pl/MSZ/e-w-Fisher_Transform.html>>
It really doesn't take much effort to translate MS code.>. . . .
snip . . . .>>>
Cheers,>
Nigel>> On Tue, 10 Feb 2004 20:37, Johan wrote:> >
Someone who has and don“t mind sharing John Ehlers Fisher transform>
> formula?> >> > It“s both Fisher transform + Roc of
the transform.> >> > Thank you-----BEGIN PGP
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