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Johan,
The multiplier will make no difference to the shape of the curve. Here is
what my chart looks like. Notice the strange 'spikey' nature of the ROC
curve:
<IMG alt="" hspace=0 src="jpg00037.jpg"
align=baseline border=0>
Steve
----- Original Message -----
From: "johsun" <<A
href="">johanskatt@xxxxxxxx>
To: <<A
href="">amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, April 02, 2004 1:40 PM
Subject: [amibroker] Re: Fisher Question - TJ?
> It says in the doc that he amplifies the roc by a factor
ten,> > plot(10*ROC(Fish,1),"ROC",1,1);> >
Regards> Johan> > > > > --- In <A
href="">amibroker@xxxxxxxxxxxxxxx, "Steve
Almond" <steve2@x...> wrote:> >
This AFL (below) provides the first two curves of the Fisher >
Transform.> > According to John Ehlers we should also look at the ROC
of 'fish'. > See here:> > > > <A
href="">http://www.mesasoftware.com/Fisher.doc>
> > > When I try to do this using:> > > >
plot(ROC(Fish,1),"ROC",1,1);> > > > I get a strange line,
not at all like Ehlers'.> > > > Here is the metastock
version:> > > > <A
href="">http://www.equis.com/Support/TASCArticles/ViewArticle.aspx?Id=37>
> > > Can anyone help me sort my ROC?> > > >
Steve> > > > > > ----- Original Message -----
> > From: "Tomasz Janeczko" <<A
href="">amibroker@x...>> > To: <<A
href="">amibroker@xxxxxxxxxxxxxxx>>
> Sent: Wednesday, March 24, 2004 12:50 AM> > Subject: Re:
[amibroker] TRANSLATION OF AN EASY LANGUAGE FORMULA> > > >
> > > Hello,> > >> > > Translated
code:> > >> > > Price= ((H+L)/2);> > >
Len=10;> > >> > > MaxH=HHV(Price,Len);> >
> MinL=LLV(Price,Len);> > > Value1=AMA(
2*((Price-MinL)/(MaxH-MinL)-.5), 0.5 );> > > Value1 = Min( Value1,
0.9999 );> > > Value1 = Max( Value1, -0.9999 );> > >
Fish= AMA2( 0.25*log((1+Value1)/(1-Value1)), 1, 0.5 );> > >>
> > Plot(Fish, "Fisher", colorRed);> > > Plot( Ref(Fish,-1),
"Trigger",colorBlue);> > >> > >> > > Best
regards,> > > Tomasz Janeczko> > >
amibroker.com> > > ----- Original Message ----- > > >
From: "renilange" <<A
href="">reni.lange@x...>> > > To: <<A
href="">amibroker@xxxxxxxxxxxxxxx>>
> > Sent: Wednesday, March 24, 2004 12:25 AM> > > Subject:
[amibroker] TRANSLATION OF AN EASY LANGUAGE FORMULA> > >>
> >> > > > Could somebody translate this ELA formula in
AFL??> > > > It is a really great indicator,called Fisher
Transform, I saw it> > > > work by a friend of mine using
Tradestation.> > > > It is really worth to translate it!>
> > >> > > > Thxs. Reni> > > >>
> > > Inputs: Price((H+L)/2),> > >
>
Len(10);> > > >> > > >
Vars: MaxH(0),> > >
>
MinL(0),> > >
>
Fish(0);> > > > MaxH=Highest(Price,Len);> > > >
MinL=Lowest(Price,Len);> > > >
Value1=.5*2*((Price-MinL)/(MaxH-MinL)-.5)> > > > +
.5*Value1[1];> > > > If Value1> .9999 then Value1 =
.9999;> > > > If Value1< .9999 then Value1 = -.9999;>
> > > Fish= 0.25*Log((1+Value1)/(1-Value1)) + 5* Fish[1];> >
> >> > > > Plot1 (Fish, "Fisher");> > > >
Plot2(Fish[1], "Trigger");> > > >> > > >>
> > >> > > >> > > > Send BUG REPORTS to
bugs@x...> > > > Send SUGGESTIONS to
suggest@x...> > > >
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