Fisher Transform of Normalized Prices
Posted: Tue May 01, 2018 11:27 amFormulas:
Fisher[i] = 0.5*(Log((1+V[i])/(1-V[i]))+Fisher[i-1]),
Trigger[i] = Fisher[i-1], where
V[i] = (2/3)*((Price[i]-MinPr)/(MaxPr-MinPr)-0.5+V[i-1]),
MinPr, MaxPr - minimum and maximum prices at range from (i-Lenght+1) to (i),
Log - natural logarithm.
Download:
MT4/MQ4 version.
viewtopic.php?f=38&t=61213
Fisher[i] = 0.5*(Log((1+V[i])/(1-V[i]))+Fisher[i-1]),
Trigger[i] = Fisher[i-1], where
V[i] = (2/3)*((Price[i]-MinPr)/(MaxPr-MinPr)-0.5+V[i-1]),
MinPr, MaxPr - minimum and maximum prices at range from (i-Lenght+1) to (i),
Log - natural logarithm.
Download:
FTNP_JS.jsl- (2.56 KiB) Downloaded 606 times
MT4/MQ4 version.
viewtopic.php?f=38&t=61213