How to solve the problem of IFT on PRT? - General

zilliq 2013.11.18 17:14 #31

Hi Mladen,

There is perhaps a little error on your Smoothed IFT formula (SVE Formula) (I see it when I compare to my Smoothed IFT on PRT),

The formula from the SVE of Sylvain Verwoort is:

invfish:=((Exp(2*ZlEma)-1)/(Exp(2*ZlEma)+1)+1)*50

not

invfish = 50.0*(1+(MathExp(2*zlema)-1)/(MathExp(2*zlema)+1))

His article is HERE

http://technical.traders.com/archive/articlefinal.asp?file=%5CV28%5CC010%5C192VERV.pdf

Or perhaps do you change voluntarily the formula of Sylvain ? And not sur it change a lot of things ...

Have a nice evening and thanks for all your job

Zilliq

mladen:

It does not have an option to turn off the inverse fisher

You have a line of code that goes like this :

inv = 50.0*(1+(MathExp(2*zlema)-1)/(MathExp(2*zlema)+1));

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if you add a boolean option that would be called CalculateIFT (for example) you could turn the IFT on and off by changing the upper line to look like this :

[PHP] if (CalculateIFT)

inv = 50.0*(1+(MathExp(2*zlema)-1)/(MathExp(2*zlema)+1));

else inv = 10.0*zlema+50.0;

PS: you also have to set the Ema period to 1 in order to get "pure" rsx in that case (it would look like this then :

Fractal Adaptive Moving Average Adaptive Moving Average - Exponential and logarithmic functions

Mladen Rakic 2013.11.18 17:21 #32

zilliq:
Hi Mladen,

There is perhaps a little error on your IFT formula (I see it when I compare to my IFT on PRT),

The formula from the SVE of Sylvain Verwoort is:

invfish:=((Exp(2*ZlEma)-1)/(Exp(2*ZlEma)+1)+1)*50

not

inv[i] = 50.0*(1+(MathExp(2*zlema)-1)/(MathExp(2*zlema)+1))

His article is HERE

http://technical.traders.com/archive/articlefinal.asp?file=%5CV28%5CC010%5C192VERV.pdf

Or perhaps do you change voluntarily the formula of Sylvain

Have a nice evening and thanks for all your job

Zilliq

Those two formulas are mathematically exactly the same (check the "(" and ")" and you will see that)

zilliq 2013.11.18 17:56 #33

OK I understand !

Mladen Rakic 2013.11.18 18:01 #34

zilliq:
Not exactly in fact,

As you see in the formula of Sylvain on the second part there ara two "1

(a/(b+1))*50

on the one you use it's

50*(1+a)/b)

I compare 2 graphs with the 2 formulae (IFT not smooth by rwma etc..)

And as you see, it change the valours of the indicators, but not a lot of the slope of the indicators.

So...it's just a mathematical delirium of the mad man I am

Thanks a lot and have a nice evening

Zilliq

I do not know what are you doing with the code, but the formula is not (a/(b+1))*50 but (a/b+1)*50 and "my" formula is not 50*(1+a)/b) but 50*(1+a/b) - which means that if you honor the "(" and ")" exactly they are mathematicaly equivalent

________________

PS: where a = (MathExp(2*zlema)-1)and b = (MathExp(2*zlema)+1)