당사 팬 페이지에 가입하십시오
Fisher Transform - MetaTrader 5용 지표
- 게시자:
- Nikolay Kositsin
- 조회수:
- 26077
- 평가:
- 게시됨:
- 2011.11.16 16:47
- 업데이트됨:
- 2016.11.22 07:32
- 이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동
Real author:
Witold Wozniak
The indicator is inspired by John Ehlers' article "Using The Fisher Transform" published in November 2002 in the "Technical Analysis Of Stock & Commodities" magazine.
The indicator is based on the assumption that the price does not have Gaussian density but something similar can be created by normalizing the price and applying Fisher Transform. As a result, fluctuation tops will definitely show price reversals. The recommended period is equal to 10.
Fisher indicator calculates minimum and maximum price levels in previous history, determines direction of a trend and forecasts its reversal. Fisher can be especially useful as a basic indicator trend in a trading system. Fisher positive value is a first buy signal, while negative value forms a sell signal. It is possible to find optimal period for maximums and minimums calculation (the only Fisher indicator parameter) to avoid false signals.
Fisher (red) and Trigger (blue) lines crossings may also be used similar to Stochastic Oscillator signals.
See also the article "Applying The Fisher Transform and Inverse Fisher Transform to Markets Analysis in MetaTrader 5".
MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/537
The indicator shows the moments of the market acceleration. Besides, it indicates appropriate time for buying, selling and market exit.
StepMA_LineStepMA is executed as a moving average.
Smoothed Larry Williams' Percent Range using Inverse Fisher Transform.
LeManTrendLeManTrend determines a trend position based on the current price and high and low prices for three periods.