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Hi,
I use Fisher transform in my trades. The code core (below)
is taken from Amibroker AFL library. It works great.
I want to modify the code to get it to write the necessary
next day's price (H-L)/2 for it to produce a buy or sell signal.
The problem for me is that the function Normalize(Med, 10)
works on 10 last bars and I don't know how to append theoretical
data to the last column.
Maybe I just want to do it the rong way.
I find this indicator very useful, but because I normally trade EOD
I am always "1 day late" with my trades.
To be able to calculate today what the next day's price should be
for
the fisher transform to generate buy/sell signal would give an
advantage.
I hope I explaned it well.
Can anyone help to modify the code?
Help very much appreciated.
=====================================================================
SetBarsRequired(200, 0);
// Ehlers formulas
function Normalize(array, arraylen)
{
MaxH = HHV(array, arraylen); MinL = LLV(array, arraylen);
Val = 2*((array-MinL)/(MaxH-MinL)-0.5);
Val2 = EMA(Val,3); Val2 = Min(Val2, .9999); Val2 = Max(Val2, -.9999);
return Val2;
}
function Fisher(array)
// Figure 1.7 on p. 7
{
F = array;
F = .25 * log((1+ array)/(1 - array)) + .5 * Ref(F, -1);
return F;
}
Med = (H+L)/2;
// Fisher Transform
FisherXform = Fisher(Normalize(Med, 10));
Plot(FisherXform, "Fisher Transform", colorRed, styleLine);
Plot(Ref(FisherXform, -1), "", colorBlue, styleLine);
PlotGrid(2);
PlotGrid(-2);
Buy = Cross(FisherXform,Ref(FisherXform,-1));
Sell = Cross(Ref(FisherXform,-1),FisherXform);
PlotShapes(shapeUpArrow*Buy,colorBrightGreen);
PlotShapes(shapeDownArrow*Sell,colorRed);
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