Fisher Transform of Normalized Prices

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Fisher Transform of Normalized Prices

Postby Alexander.Gettinger » Mon Sep 22, 2014 9:39 am

Original LUA oscillator: viewtopic.php?f=17&t=28097.

Formulas:
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.

FTNP_MQL.PNG


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Alexander.Gettinger
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