Ehlers Fisher Transform
Created by John Ehlers, the Fisher Transform converts prices into a Gaussian normal distribution. [Discuss]
// usage IEnumerable<FisherTransformResult> results = quotes.GetFisherTransform(lookbackPeriods);
int - Number of periods (
N) in the lookback window. Must be greater than 0. Default is 10.
Historical quotes requirements
You must have at least
N periods of
quotes to cover the warmup periods.
quotes is a collection of generic
TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
Convergence warning: The first
N+15warmup periods will have unusable decreasing magnitude, convergence-related precision errors that can be as high as ~25% deviation in earlier indicator values.
DateTime - Date from evaluated
double - Fisher Transform
double - FT offset by one period
For pruning of warmup periods, we recommend using the following guidelines:
See Utilities and helpers for more information.
This indicator may be generated from any chain-enabled indicator or method.
// example var results = quotes .Use(CandlePart.HL2) .GetFisherTransform(..);
Results can be further processed on
Alma with additional chain-enabled indicators.
// example var results = quotes .GetFisherTransform(..) .GetRsi(..);