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Steve,
the difference, I think, is that the roc used in your MS example is in $
while the roc used in AB is the more appropriate %. Using $ makes it
difficult to compare one stock to another as a 5% price move in a $100 stock
versus a 5% price move in a $10 stock would yield far different results...
Regards,
Jayson
-----Original Message-----
From: Steve Almond [mailto:steve2@xxxxxxxxxxxxxxxxxxxx]
Sent: Friday, April 02, 2004 6:55 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Fisher Question - TJ?
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:
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:
http://www.equis.com/Support/TASCArticles/ViewArticle.aspx?Id=37
Can anyone help me sort my ROC?
Steve
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <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" <reni.lange@xxxxxxxx>
> To: <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@xxxxxxxxxxxxx
> > Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
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> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
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> Yahoo! Groups Links
>
>
>
>
>
>
>
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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