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Greetings Mr,
(it must be a right bummer going through life with that as a first name :-)
Put the function FisherTransform into *your* library of misc functions and
change the <lib/libnr.afl> to the name of your library.
Also there is a typo in the listing of FisherTransform, the last line should
be referring to tmp, not tmp2.
ie
return AMA2(log((1+tmp)/(1-tmp)), 0.5, 0.5);
*My* <lib/libnr.afl> is full of all sorts of strange and mysterious functions,
most of which you wouldn't want. (Even if they worked!)
Nigel
On Wed, 11 Feb 2004 17:15, Mr Valley wrote:
> Nigel,
>
> 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?
>
> Cheers,
> Mr Valley
> -----Original Message-----
> From: Nigel Rowe [mailto:rho@xxxxxxxxxxxxxxx]
> Sent: Tuesday, February 10, 2004 4:01 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Fisher transform
>
>
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> I shouldn't follow up to my own post, but a tidy up and generalisation
> gives
>
> - --8<-- put this in your library.afl
>
> function 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<--
>
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