Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Inverse Fisher Transform Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
maljester
Posted : Wednesday, January 18, 2017 2:33:04 PM
Platinum Customer Platinum Customer

Joined: 1/30/2005
Posts: 135

Two questions.

1. Does V17 now permit a pcf for Inverse Fisher Transform for the Following MetaStock code?

v1:=.1*(RSI(5) - 50);
v2:=Mov(v1, 9, W);
(Exp(2 * v2) - 1)/(Exp(2 * v2) + 1)

2.  I have done the following in SF to get a IFT

V1 is plot = .1 * (Price.RSI(5, 1) - 50)

V2 is created with overlay child inddicator of V1 that is front weighted 9 period average.

Drag V2 into a 3rd RealCode indicator to create final IFT

'# V2 = chart.MovingAverage.7
 
plot = (math.Exp(2 * v2.close) - 1) / (math.Exp(2 * v2.close) + 1)
 
Can my 3 steps for SF be done in one RealCode indicator?
Bruce_L
Posted : Wednesday, January 18, 2017 3:08:47 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

The v17 PCF can be written as follows.

TANH(FAVG(.1 * (WRSI5 - 50), 9))

Not sure if re-arranging it so the multiplication and subtraction is done after the averaging would make it any faster or not. It seems like it would, but the difference is probably marginal.

TANH(.1 * FAVG(WRSI5, 9) - 5)

It is possible to manually implement the front weighted moving average in StockFinder to create it as a single RealCode indicator, but I would probably do it exactly the same way you are already doing (except I would use WRSI instead of RSI in the RealCode).



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
maljester
Posted : Thursday, January 19, 2017 8:07:33 AM
Platinum Customer Platinum Customer

Joined: 1/30/2005
Posts: 135

Thanks for your help.   WRSI give better results.

Bruce_L
Posted : Thursday, January 19, 2017 8:15:20 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

You're welcome.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Users browsing this topic
Guest-1

Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.