Ehlers Fisher Transform

Created by John Ehlers, the Fisher Transform converts prices into a Gaussian normal distribution. [Discuss] 💬

chart for Ehlers Fisher Transform

// C# usage syntax
IEnumerable<FisherTransformResult> results =


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.



Convergence warning: The first N+15 warmup periods will have unusable decreasing magnitude, convergence-related precision errors that can be as high as ~25% deviation in earlier indicator values.


Date DateTime - Date from evaluated TQuote

Fisher double - Fisher Transform

Trigger 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

Results can be further processed on Alma with additional chain-enabled indicators.

// example
var results = quotes