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Wallace,
Obviously Fisher and not Fourier.
To change the lookback you would need an input statement at len,
like this:
len:=Input("periods",1,500,10);
The key to figuring out what is going on is in the val1 variable.
val1:=.33*2*((pr-minl)/(maxh-minl)-.5)+.67*PREV;
Here we are normalizing the highest and lowest values of the pr
variable. We also perform a bit of value manipulation by using a
percentage of the present value and a percentage of the previous
value. From this point on we do nothing more than manipulate the
numbers and asign the rate of change to the fish variable.
Hope this helps,
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> --- In equismetastock@xxxxxxxxxxxxxxx, superfragalist <no_reply@>
> wrote:
>
> You can buy back issues of TASC, or the TASC reference disc. You
can
> also read John Ehler's books.
>
> You can subscribe to Roy's newsletter and the simple version of
some
> of this maybe get mentioned in there. Or you can create your own
> versions.
>
> The Fisher Transform in MS function language:
>
> pr:=(H+L)/2;
> len:=10;
> maxh:=HHV(pr,len);
> minl:=LLV(pr,len);
> val1:=.33*2*((pr-minl)/(maxh-minl)-.5)+.67*PREV;
> value1:=If(val1>.99,.999,If(val1<-.99,-.999,val1));
> fish:=.5*Log((1+value1)/(1-value1))+.5*PREV;
>
> fish;
> {Ref(fish,-1);}
> 10*ROC(fish,1,$)
>
> I'm talking about the inverse of the above. The simplified
> mathematical reference can be seen here.
>
> http://cswww.essex.ac.uk/PLANET/summer-school-02/materials-
> revised/SummerSchoolSlides/Part2/img8.htm
>
> You can read about Laguerre here:
>
> http://www-gap.dcs.st-
and.ac.uk/~history/Mathematicians/Laguerre.html
> and then here:
>
> http://mathworld.wolfram.com/LaguerreDifferentialEquation.html
>
> It's a bit more complex but very interesting when applied to
several
> types of standard indicators.
>
> When you actually convert a lot of the mathematical swahili to
> english, it's really pretty simple and effective for smoothing and
> noise elimination.
>
> You can't buy David's stuff, but some of it has been published in
> Futures and TASC. I've taken what he's published and created some
> more of the indicators he shows on his website.
>
> Have fun!
>
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