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#1 Selling Amibroker Plugin featuring:
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Inverse Fisher Transform for Amibroker (AFL)
Rating:
3 / 5 (Votes 3)
Tags:
trading system, amibroker
The inverse fisher transform is similar to the RSI indicator except the indicator snaps to the overbought and oversold areas far quicker then the RSI indicator. So in situations where the Inverse Fisher Transform would be in the oversold region the RSI indicator may not as a result these to indicators are very different and work in different market conditions.
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Indicator / Formula
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// General - purpose Inverse Fisher Transform function
function InvFisherTfm( array )
{
e2y = exp( 2 * array );
return ( e2y - 1 )/( e2y + 1 );
}
p1=20; p2=3; p3=7;
p1=Optimize("p1",p1,3,20,1);
p2=Optimize("p2",p2,3,20,1);
p3=Optimize("p3",p3,2,20,1);
Value1 = 0.1 * ( RSI( p1 ) - 50 );
Value2 = WMA( Value1, p2 );
ift=InvFisherTfm( Value2 );
wift= MA(ift,p3);
function CyberCycle( array, alpha )
{
smooth = ( array + 2 * Ref( array, -1 ) + 2 * Ref( array, -2 ) + Ref( array, -3 ) ) / 6;
// init value
Cycle = ( array[ 2 ] - 2 * array[ 1 ] + array[ 0 ] )/4;
for( i = 6; i < BarCount; i++ )
{
Cycle[ i ] = ( ( 1 - 0.5 * alpha) ^ 2 ) *
( smooth[ i ] - 2 * smooth[ i - 1 ] + smooth[ i - 2] ) +
2 * ( 1 - alpha ) * Cycle[ i - 1 ] -
( ( 1 - alpha) ^ 2 ) * Cycle[ i - 2 ];
}
return Cycle;
}
Cycle = CyberCycle( (H+L)/2, 0.07 );
ICycle = InvFisherTfm( Cycle );
Plot(C,"Close",colorDarkBlue,styleCandle);
//Plot( Cycle, "CyberCycle", colorBlue,styleOwnScale );
//Plot( ICycle, "ICyberCycle", colorGreen, styleThick|styleOwnScale );
PlotGrid( 0.5 );
Plot( ift, "IFT-RSI", IIf(ift>wift,colorGreen,colorRed), styleThick |styleLeftAxisScale );
Plot( Wift, "MA IFT", colorPaleBlue,styleLeftAxisScale );
PlotGrid( 0.5 );
PlotGrid(-0.5 );
SetBarsRequired( 200, 0 );
Buy=Cover=Cross(ift,wift);
Sell=Short= Cross(wift,ift);
PlotShapes(shapeDownArrow*Sell,colorRed) ;
PlotShapes(shapeUpArrow*Buy,colorGreen); 2 comments
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