Finance::GeniusTrader::Indicators::IFISH

Overview Remember The Fisher Transform

                         1 + x
     fisher = 0.5 log ------------
                         1 - x
 Its inverse is

               exp(2*fisher)-1 
     ifisher = ----------------
               exp(2*fisher)+1

The input values should lie in the Interval [-5,5] so they have to be adjusted to this interval. So an Oscillator is moved,scaled,smoothed and then inverted. Ehlers ist using a WMA for the smoothing I will use an EMA.

Paramters

The User has to input valid scaling parameters. for the RSI they are 0.1 and 50 so 0.1(RSI-50) varies between -5 and 5. 1. smoothing period 2. scaling value 3. midpoint adjustment

Links http://mesasoftware.com/technicalpapers.htm

Creation

 Finance::GeniusTrader::Indicators::IFISH->new()

Finance::GeniusTrader::Indicators::SMI::calculate($calc, $day)