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Visualizzazioni:
4365
Valutazioni:
(10)
Pubblicato:
2018.07.09 11:07
Aggiornato:
2018.09.17 10:59
FTNP.mq5 (9.28 KB) visualizza
Hai bisogno di un robot o indicatore basato su questo codice? Ordinalo su Freelance Vai a Freelance

An oscillator using Fischer Transform of normalized prices.

Normalizing price flows by Fischer Transform allows you to detect the peak oscillations of the indicator line, which indicate the trend resersal points.

The indicator has two input parameters:

  • Period - calculation period
  • Applied price - calculation price

Calculation:

Fisher = 0.5*(Log((1+V) / (1-V)) + PrevFisher) Trigger = PrevFisher

where:

V = (2/3) * ((Price - MinPrice) / (MaxPrice - MinPrice) - 0.5 + PrevV) MinPrice, MaxPrice - the minimum and the maximum prices within the Period range Period Log - natural logarithm


Tradotto dal russo da MetaQuotes Ltd.
Codice originale https://www.mql5.com/ru/code/20997

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