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Bruce_L
Posted : Thursday, March 30, 2017 1:10:58 PM


Worden Trainer

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

Fisher Transform

Template (v17+)

XAVG(LOG(2 * XAVG(((H + L) / 2 - MINLx) / (MAXHx - MINLx), 5) / (2 - 2 * XAVG(((H + L) / 2 - MINLx) / (MAXHx - MINLx), 5))), 3)

Where x is the period of the Fisher Transform.

Examples

A Fisher Transform 10 from TC2000 can be written as follows.

XAVG(LOG(2 * XAVG(((H + L) / 2 - MINL10) / (MAXH10 - MINL10), 5) / (2 - 2 * XAVG(((H + L) / 2 - MINL10) / (MAXH10 - MINL10), 5))), 3)

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