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Thanks Tomasz (and all you others). Your result is VERY similar to the one
suggested by Stephane:
Plot(ROC(Fish+10,1), "Fisher", colorRed);
(but not exactly the same).
Steve
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, April 02, 2004 7:03 PM
Subject: Re: [amibroker] Fisher Question - TJ?
> 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");
> > > >
> > > >
> > > >
> > > >
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