Fisher Transform - page 2

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Scorpion
4111
Scorpion  
spahiu:
more about the indicator and other Fisher based indicators you can find Here at TSD Forex forum...a more comprehensive discussion you'll find over here..unfortunatelly this indicators it's so good because it paints back the past, so it will always signal the turn in price when you look at past activity...although i'm curious about the EA,and how will it behave...

But all indicators paints past price, don't they? I've never seen any indicator paint future price before.

Scorpion
4111
Scorpion  

I see... this indicator changes its past value! If the period is 10 then 10 bars of fisher are to be changed when price changes. This indicator paints on future price. That's bad

Scorpion
4111
Scorpion  

Fixed! Yur4k coded this indicator in reverse loop. However, it seems lag up to 10 bars.

cartoon
149
cartoon  

Same error like TTF:sweatdrop , so is that mean this indicator is useless ??

(Now I'm testing this indicator, but still in profit)

gazuz
1265
gazuz  

Kind of looks like a moving average to me, ill check this thread every so often

Scorpion
4111
Scorpion  

Attached is corrected Fisher and the expert. It's quite disappointed to know that Fisher is actually lag 10 bars behind.

Updated (2006-07-31): fixed Fisher Auto v1. The previous expert reverses the position from buy sell.

Scorpion
4111
Scorpion  

For your information, below is the block of bad code which is now corrected:


for(int i=0; i<limit; i++)
{ MaxH = High[Highest(NULL,0,MODE_HIGH,period,i)];
MinL = Low[Lowest(NULL,0,MODE_LOW,period,i)];
price = (High+Low)/2;
Value = 0.33*2*((price-MinL)/(MaxH-MinL)-0.5) + 0.67*Value1;
Value=MathMin(MathMax(Value,-0.999),0.999);
ExtBuffer0=0.5*MathLog((1+Value)/(1-Value))+0.5*Fish1;
Value1=Value;
Fish1=ExtBuffer0;

}

cmc
136
cmc  

Hi Scorpion,

Can you please advise which file is the Indicator, and which is the EA

Thanks

CMC

Scorpion
4111
Scorpion  

Hi CMC,

Fisher Auto is expert advisor while another one is indicator.

Scorpion
4111
Scorpion  

Hi CMC,

Fisher Auto is expert advisor while another one is indicator.

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