mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-14 16:48:04 +00:00
Miha Kralj
35a6702b06
Deep review of all indicator categories verified .md headers against .cs WarmupPeriod, parameters, inputs, and outputs. Fixes include warmup corrections, parameter documentation, output type accuracy, and Pine Script alignment.
44 lines
1.3 KiB
Plaintext
44 lines
1.3 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
|
|
// © mihakralj
|
|
//@version=6
|
|
// Fisher04: Ehlers Fisher Transform (2004 Cybernetic Analysis)
|
|
// Source: John Ehlers, "Cybernetic Analysis for Stocks and Futures", Wiley, 2004, Chapter 1
|
|
//
|
|
// Key differences from 2002 TASC article (fisher.pine):
|
|
// Normalization: 1.0 * ((price-low)/range - 0.5) vs 0.66 * (...)
|
|
// IIR feedback on Value1: 0.5 vs 0.67
|
|
// Clamp threshold: 0.9999 vs 0.99→0.999
|
|
// Fisher multiplier: 0.25 vs 0.5
|
|
// Fisher IIR: 0.5 (same)
|
|
indicator("Ehlers Fisher Transform 2004 (FISHER04)", "FISHER04", overlay=false)
|
|
|
|
length = input.int(10, "Length", minval=1)
|
|
|
|
price = hl2
|
|
|
|
maxH = ta.highest(price, length)
|
|
minL = ta.lowest(price, length)
|
|
|
|
var float value1 = 0.0
|
|
var float fisher = 0.0
|
|
var float signal = 0.0
|
|
|
|
range_ = maxH - minL
|
|
|
|
if range_ != 0
|
|
// Ehlers 2004: normalization coefficient = 1.0 (0.5 * 2)
|
|
value1 := ((price - minL) / range_ - 0.5) + 0.5 * nz(value1[1])
|
|
else
|
|
value1 := 0.0
|
|
|
|
// Ehlers 2004: clamp to ±0.9999
|
|
value1 := math.max(math.min(value1, 0.9999), -0.9999)
|
|
|
|
// Ehlers 2004: 0.25 * arctanh + 0.5 * Fish[1]
|
|
signal := fisher
|
|
fisher := 0.25 * math.log((1 + value1) / (1 - value1)) + 0.5 * nz(fisher[1])
|
|
|
|
plot(fisher, "Fisher04", color.yellow, 2)
|
|
plot(signal, "Signal", color.orange, 1)
|
|
hline(0, "Zero", color.gray, linestyle=hline.style_dotted)
|