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I am having trouble with this code of the Fisher Transform:Everytime the variables dydoll and Dynomite get initialised to zero and then the curve is plotted.I dont know how to bypass this problem (for second plot);Since this is also Ehler so i have put it here in this topic.
Thanks for the help.
Natasha,
//Fisher transform
dydoll= 0;
Dynomite=0;
function FisherTfm( array )
{
x = array;
return 0.5 * log(( 1+ x)/(1-x));
}
r=Param("rsi",5,1,10,1);
sm=Param("smooth",9,1,10,1);
//Value1 = 0.02 * ( RSI( r ) - 50 );
Value1 = 2 * (( RSI( r )/100) - 0.50 );
Value2 = WMA( Value1, sm );
Plot( FisherTfm( Value2 ), "FT-RSI", colorRed, 1 );
PlotGrid( 0.5 );
PlotGrid(-0.5 );
PlotGrid(0.0);
PlotGrid( 0.8 );
PlotGrid(-0.8 );
//second plot(price)
MaxValue = HHV(Close,10);
MinValue = LLV(Close,10);
dydoll= 0.33 * 2 * ((Close - MinValue)/(MaxValue-MinValue) - 0.5 ) + 0.666 * Ref(dydoll,-1);
IIf( dydoll > 0.99,0.999, dydoll);
IIf( dydoll < -0.99,-0.99,dydoll);
Dynomite=FisherTfm(dydoll)+ 0.5 * Ref(Dynomite,-1);
Plot(FisherTfm(Dynomite),"Fisher",colorBlue,1);
Plot(Ref(FisherTfm(Dynomite),-1),"Fisher",colorBrightGreen,1);
GraphXSpace = 10;
Corey Saxe <res1wgwl@xxxxxxxxxxx> wrote:
>From Stocks & Commodities V. 18:7 (July 2000) (pp. 20-29): Optimal Detrending by John F. Ehlers
modified optimum elliptic filter in TradeStation EasyLanguage:
Smooth = 0.13785*(2*Price - Price[1]) + 0.0007*(2*Price[1] -
Price[2]) + 0.13785*(2*Price[2] -Price[3]) + 1.2103*Smooth[1] -
0.4867*Smooth[2]
Or, algebraically:
Smooth = 0.13785 (2 x Price - Price[t-1]) + 0.0007 (2 x Price[t-1] -
Price[t-2]) + 0.13785 (2 x Price[t-2] - Price[t-3]) + 1.2103
(Smooth[t-1] - 0.4867 x Smooth[t-2])
where Price=(High+Low)/2
-CS
----- Original Message -----
From: raven4ns
To: amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, October 23, 2004 7:58 AM
Subject: [amibroker] re:Ehlers Modified Optimal Elliptal filter
Hello,
Does anyone know where I might find this filter? I was looking at
the new Jurik MA and this certainly looked like a reasonable
substitute. Thank you.
Tim
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