---
url: /indicators/fisher-transform.md
description: >-
  Created by John Ehlers, the Fisher Transform converts financial market prices
  into a Gaussian normal distribution.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/fisher-transform
generated: 2026-09-30T04:41:06.055Z
commit: ae1f432eaa0b03ae9f39e032c69434b557efa4a2
---

# Ehlers Fisher Transform

Created by John Ehlers, the [Fisher Transform](https://www.investopedia.com/terms/f/fisher-transform.asp) converts prices into a Gaussian normal distribution.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/409 "Community discussion about this indicator")

```csharp
// C# usage syntax
IReadOnlyList<FisherTransformResult> results =
  bars.ToFisherTransform(lookbackPeriods);
```

## Parameters

| param | type | description |
| ----- | ---- | ----------- |
| `lookbackPeriods` | *`int`* | Number of periods (`N`) in the lookback window.  Must be greater than 0.  Default is 10. |

### Historical price bars requirements

You must have at least `N` periods of `bars` to cover the [warmup and convergence](https://github.com/facioquo/stock-indicators-dotnet/discussions/688) periods.

`bars` is a collection of generic `TBar` historical price bars.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide](/guide/getting-started.md#historical-bars) for more information.

## Response

```csharp
IReadOnlyList<FisherTransformResult>
```

* This method returns a time series of all available indicator values for the `bars` provided.
* It always returns the same number of elements as there are in the historical price bars.
* It does not return a single incremental indicator value.

> [!WARNING]
> **🚩 ⚞ 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.

### `FisherTransformResult`

| property | type | description |
| -------- | ---- | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `Fisher` | *`double`* | Fisher Transform |
| `Trigger` | *`double`* | FT offset by one period |

### Utilities

* [.Condense()](/utilities/results.md#condense)
* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)

For pruning of warmup periods, we recommend using the following guidelines:

```csharp
bars.ToFisherTransform(lookbackPeriods)
  .RemoveWarmupPeriods(lookbackPeriods+15);
```

See [Utilities and helpers](/utilities.md) for more information.

## Chaining

This indicator may be generated from any chain-enabled indicator or method.

```csharp
// example
var results = bars
    .Use(CandlePart.HL2)
    .ToFisherTransform(..);
```

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

```csharp
// example
var results = bars
    .ToFisherTransform(..)
    .ToRsi(..);
```

See [Chaining indicators](/guide/chaining.md) for more.

## Streaming

Use the buffer-style `List<T>` when you need incremental calculations without a hub:

```csharp
FisherTransformList fisherList = new(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  fisherList.Add(bar);
}

// based on `ICollection<FisherTransformResult>`
IReadOnlyList<FisherTransformResult> results = fisherList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

```csharp
BarHub barHub = new();
FisherTransformHub observer = barHub.ToFisherTransformHub(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<FisherTransformResult> results = observer.Results;
```

See [Buffer lists](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.