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that(s the code of fisher transform
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);
Natasha M S a écrit :
> 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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>
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> DyDoll_ddd
>
>
>
>
>
>
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