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[amibroker] Re: [use Y = tanh( X ) ]: normalize indicator



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"gunovanengel" wrote:
>
> In excel there is a function (RANK(value, series, AorD))that can be 
> used to find the distribution , the position of one number within a 
> sequence of numbers. If there is a similar function in Amibroker. 
> This could be used in conjunction with tanh to normalize the 
> indicator.


I use RANK all the time, but it is not native to AB, nor is it used to
find a distribution.  i suggest finding what sort of output you have
from your indicator. excel can be used to visualize the output.  then
you can send it thru a transformation function to squeeze it, shift
it, twist it, and so on, then cap it with a tanh or with min and max
functions.  for example, i like this:

tanh(x)*abs(tanh(x))

x has values mostly around -2 to +2.  this transform reduces the
values around -0.5 to +0.5 close to 0, and gives added emphasis to
those values less then -1 and greater then 1.

\j





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