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Fisher Transform of Normalized Prices
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=61213
Forum: 38 · Topic 61213 · 1 post(s)
Fisher Transform of Normalized Prices
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.
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