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Steve,
This has nothing to do with EMA.
The whole "problem" is just because you were using PERCENT rate of change
instead of POINT (or DOLLAR) rate of change which is equivalent just to difference in
value now and N-bars ago.
To reproduce Ehlers definition use:
10 * ( Fish - Ref( Fish, -1 ) )
The ( Fish - Ref( Fish, -1 ) ) is ONE-DAY MOMENTUM (in other words ONE-DAY DOLLAR rate of change)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Steve Almond" <steve2@xxxxxxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, April 02, 2004 5:45 PM
Subject: Re: [amibroker] Re: Fisher Question - TJ?
> Stephane,
>
> You are quite correct - the Plot(ROC(Fish+10,1), does produce a curve more
> like the on shown by Ehlers. I still can't understand why they multiply the
> ROC by 10. This makes the plots much worse in AB. Could it be due to the use
> of AMA in TJ's interpretation?
>
> Steve
>
> ----- Original Message -----
> From: "Stephane Carrasset" <s.carrasset@xxxxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, April 02, 2004 3:24 PM
> Subject: [amibroker] Re: Fisher Question - TJ?
>
>
> > hello, the reason is that sometimes the Fisher value is closer to
> > zero
> > and for ex 2/0.005 = 400;
> >
> > if you Plot(ROC(Fish+10,1), "Fisher", colorRed);
> > the peaks will disapear
> >
> > stephane
> >
> >
> > > 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@xxxx>
> > > 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@xxxx>
> > > > 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");
> > > > >
> > > > >
> > > > >
> > > > >
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