Ehler’s Fisher Transform

Based on the original Ehler’s article on Fisher Transform: https://www.mesasoftware.com/papers/UsingTheFisherTransform.pdf
This filter is used to predict the trend turning points.
The code uses Pshai’s CC_IndicatorMemory. I would like to thank Pshai for helping me with the debugging.

Usage:

local per = Input('Period', 20, 'Fisher transform period')
local fisherTF = Input('TF for Fisher transform', 1)
OptimizedForInterval(
    fisherTF,
    function()
        local src = HLPrices(fisherTF)
        local fisher = CC_FISHER(src, 20)
        Plot(1, 'fisher', fisher)
    end
)

• This topic was modified 5 months, 2 weeks ago by volodya.
• This topic was modified 5 months, 2 weeks ago by volodya.
• This topic was modified 5 months, 2 weeks ago by volodya.
• This topic was modified 5 months, 2 weeks ago by volodya.
• This topic was modified 5 months, 2 weeks ago by pshai.