Discussion of article "Applying The Fisher Transform and Inverse Fisher Transform to Markets Analysis in MetaTrader 5"

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New article Applying The Fisher Transform and Inverse Fisher Transform to Markets Analysis in MetaTrader 5 is published:

We now know that probability density function (PDF) of a market cycle does not remind a Gaussian but rather a PDF of a sine wave and most of the indicators assume that the market cycle PDF is Gaussian we need a way to "correct" that. The solution is to use Fisher Transform. The Fisher transform changes PDF of any waveform to approximately Gaussian. This article describes the mathematics behind the Fisher Transform and the Inverse Fisher Transform and their application to trading. A proprietary trading signal module based on the Inverse Fisher Transform is presented and evaluated.

Author: investeo

 
komposter:

Repetition in the text of the article.


Corrected, thank you.
 

Interesting article, thanks to the author.

I tried to get into Fisher transform a couple of years ago, but never got round to codes.

 

Finally there's a normal Fisher, not backwards.

 

In the second section (right after Fig. 6), I should understand a typo: "After using the inverse Fisher transform..."?

 
Antitak:

In the second section (right after Fig. 6) I should understand a typo: "After using the inverse Fisher transform..."?

Thank you, corrected.
 

The indicator works fine but when running the Expert Advisor, it gives out error messages and is not able to run. Please check. Thanks.

Here is copy of error messages:

2011.09.03 14:24:40 Core 1 2010.01.01 00:00:00   OnInit: error initializing indicators
2011.09.03 14:24:40 Core 1 2010.01.01 00:00:00   CExpert::InitIndicators: error initialization indicators of signal object
2011.09.03 14:24:40 Core 1 2010.01.01 00:00:00   CExpertBase::InitIndicators: parameters of setting are not checked
2011.09.03 14:24:40 Core 1 2010.01.01 00:00:00   CExpertBase::SetOtherSeries: changing of timeseries is forbidden
2011.09.03 14:24:40 Core 1 2010.01.01 00:00:00   CExpertBase::SetPriceSeries: changing of timeseries is forbidden

 
Kayos:

The indicator works fine but when running the Expert Advisor, it gives out error messages and is not able to run. Please check. Thanks.

Here is copy of error messages:

...
2011.09.03 14:24:40 Core 1 2010.01.01 00:00:00   CExpertBase::SetPriceSeries: changing of timeseries is forbidden

Do you use last build of MetaTrader5? Standard library has been changed some time ago.
 
Rosh:
Do you use last build of MetaTrader5? Standard library has been changed some time ago.

Latest Release, same problem.

Plz check. Tks

 

Expert Advisor does not work anymore, how to fix it?

MT5 b.975.

2014.09.27 16:26:44     Core 1  tester stopped because OnInit failed
2014.09.27 16:26:44     Core 1  2014.01.02 00:00:00   OnInit: error initializing indicators
2014.09.27 16:26:44     Core 1  2014.01.02 00:00:00   CExpert::InitIndicators: error initialization indicators of trailing object
2014.09.27 16:26:44     Core 1  2014.01.02 00:00:00   CExpertBase::InitIndicators: parameters of setting are not checked
2014.09.27 16:26:44     Core 1  2014.01.02 00:00:00   CExpertBase::SetOtherSeries: changing of timeseries is forbidden
2014.09.27 16:26:44     Core 1  2014.01.02 00:00:00   CExpertBase::SetPriceSeries: changing of timeseries is forbidden
 

Can the file pleas be available in mql4, I will really appreciate it.

Thank you.

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