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[amibroker] Re: Rsi Fisher Transform



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Dear Tim,
           Thank you very much for the RSi Fisher code.

Warm Regards

Devadas


--- In amibroker@xxxxxxxxxxxxxxx, "Tim" <raven4ns@xxx> wrote:
>
> Here is a code I have for the Fisher Transform. Hope it helps.
> 
> Tim
> 
> 
> 
> 
> 
> 
> 
> 
> _SECTION_BEGIN("Inverse Fisher Transform");
> SetBarsRequired(200, 0);
> 
> // Ehlers formulas
> // from Ehlers, John F. Cybernetic Analysis for Stocks and Futures.
> Wiley. 2004. 
> // Chapter 1, p. 1. Code on p. 7.
> 
> function InverseFisher(array)
> {
>   e2y = exp(2 * array);
>   return (e2y - 1)/(e2y + 1);
> }
> 
> function Normalize(array, arraylen)
> // Figure 1.7 on p. 7
> {
>   MaxH = HHV(array, arraylen);
>   MinL = LLV(array, arraylen);
>   Value1[0] = array[0];  // Initialize as array
> 
>   for(i = 1; i < BarCount; i++)
>   {
>      Value1[i] = .5 * 2 * ((array[i] - MinL[i]) / (MaxH[i] - MinL[i])
> - .5) + .5 * Value1[i-1];
>      if (Value1[i] > .9999) Value1[i] = .9999;
>      if (Value1[i] < -.9999) Value1[i] = -.9999;
>   }
>   return Value1;
> }
> 
> 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, 49));
> 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);
> _SECTION_END();
>



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