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Hello,
You have to use DOLLAR (not percent) rate of change which is equal to one day momentum
Array - Ref( Array, -1 );
So you should use:
Plot( 10 * ( Fish - Ref(Fish, - 1)), "10*Mom(Fish)", colorRed);
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Steve Almond" <steve2@xxxxxxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, April 02, 2004 1:55 PM
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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> > >
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> > >
> > >
> > >
> > >
> >
> >
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>
>
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