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Fisher Transform

VHF Adaptive Fisher Transform [Loxx]VHF Adaptive Fisher Transform is an adaptive cycle Fisher Transform using a Vertical Horizontal Filter to calculate the volatility adjusted period. What is VHF Adaptive Cycle? Vertical Horizontal Filter (VHF) was created by Adam White to identify trending and ranging markets. VHF measures the level of trend activity, similar to ADX DI. Vertical Horizontal Filter does not, itself, generate trading signals, but determines whether signals are taken from trend or momentum indicators. Using this trend information, one is then able to derive an average cycle length. What is Fisher Transform? The Fisher Transform is a technical indicator created by John F. Ehlers that converts prices into a Gaussian normal distribution. The indicator highlights when prices have moved to an extreme, based on recent prices. This may help in spotting turning points in the price of an asset. It also helps show the trend and isolate the price waves within a trend. Included: Zero-line and signal cross options for bar coloring Customizable overbought/oversold thresh-holds Alerts Signals
Pine Script® indicator
by loxx
CFB Adaptive Fisher Transform [Loxx]CFB Adaptive Fisher Transform is an adaptive cycle Fisher Transform using Jurik's Composite Fractal Behavior Algorithm to calculate the price-trend cycle period. What is Composite Fractal Behavior (CFB)? All around you mechanisms adjust themselves to their environment. From simple thermostats that react to air temperature to computer chips in modern cars that respond to changes in engine temperature, r.p.m.'s, torque, and throttle position. It was only a matter of time before fast desktop computers applied the mathematics of self-adjustment to systems that trade the financial markets. Unlike basic systems with fixed formulas, an adaptive system adjusts its own equations. For example, start with a basic channel breakout system that uses the highest closing price of the last N bars as a threshold for detecting breakouts on the up side. An adaptive and improved version of this system would adjust N according to market conditions, such as momentum, price volatility or acceleration. Since many systems are based directly or indirectly on cycles, another useful measure of market condition is the periodic length of a price chart's dominant cycle, (DC), that cycle with the greatest influence on price action. The utility of this new DC measure was noted by author Murray Ruggiero in the January '96 issue of Futures Magazine. In it. Mr. Ruggiero used it to adaptive adjust the value of N in a channel breakout system. He then simulated trading 15 years of D-Mark futures in order to compare its performance to a similar system that had a fixed optimal value of N. The adaptive version produced 20% more profit! This DC index utilized the popular MESA algorithm (a formulation by John Ehlers adapted from Burg's maximum entropy algorithm, MEM). Unfortunately, the DC approach is problematic when the market has no real dominant cycle momentum, because the mathematics will produce a value whether or not one actually exists! Therefore, we developed a proprietary indicator that does not presuppose the presence of market cycles. It's called CFB (Composite Fractal Behavior) and it works well whether or not the market is cyclic. CFB examines price action for a particular fractal pattern, categorizes them by size, and then outputs a composite fractal size index. This index is smooth, timely and accurate Essentially, CFB reveals the length of the market's trending action time frame. Long trending activity produces a large CFB index and short choppy action produces a small index value. Investors have found many applications for CFB which involve scaling other existing technical indicators adaptively, on a bar-to-bar basis. What is Jurik Volty used in the Juirk Filter? One of the lesser known qualities of Juirk smoothing is that the Jurik smoothing process is adaptive. "Jurik Volty" (a sort of market volatility ) is what makes Jurik smoothing adaptive. The Jurik Volty calculation can be used as both a standalone indicator and to smooth other indicators that you wish to make adaptive. What is the Jurik Moving Average? Have you noticed how moving averages add some lag (delay) to your signals? ... especially when price gaps up or down in a big move, and you are waiting for your moving average to catch up? Wait no more! JMA eliminates this problem forever and gives you the best of both worlds: low lag and smooth lines. Ideally, you would like a filtered signal to be both smooth and lag-free. Lag causes delays in your trades, and increasing lag in your indicators typically result in lower profits. In other words, late comers get what's left on the table after the feast has already begun. What is Fisher Transform? The Fisher Transform is a technical indicator created by John F. Ehlers that converts prices into a Gaussian normal distribution. The indicator highlights when prices have moved to an extreme, based on recent prices. This may help in spotting turning points in the price of an asset. It also helps show the trend and isolate the price waves within a trend. Included: Zero-line and signal cross options for bar coloring Customizable overbought/oversold thresh-holds Alerts Signals
Pine Script® indicator
by loxx
1
APA Adaptive Fisher Transform [Loxx]APA Adaptive Fisher Transform is an adaptive cycle Fisher Transform using Ehlers Autocorrelation Periodogram Algorithm to calculate the dominant cycle period. What is an adaptive cycle, and what is Ehlers Autocorrelation Periodogram Algorithm? From Ehlers' book Cycle Analytics for Traders Advanced Technical Trading Concepts by John F. Ehlers , 2013, page 135: "Adaptive filters can have several different meanings. For example, Perry Kaufman’s adaptive moving average ( KAMA ) and Tushar Chande’s variable index dynamic average ( VIDYA ) adapt to changes in volatility . By definition, these filters are reactive to price changes, and therefore they close the barn door after the horse is gone.The adaptive filters discussed in this chapter are the familiar Stochastic , relative strength index ( RSI ), commodity channel index ( CCI ), and band-pass filter.The key parameter in each case is the look-back period used to calculate the indicator. This look-back period is commonly a fixed value. However, since the measured cycle period is changing, it makes sense to adapt these indicators to the measured cycle period. When tradable market cycles are observed, they tend to persist for a short while.Therefore, by tuning the indicators to the measure cycle period they are optimized for current conditions and can even have predictive characteristics. The dominant cycle period is measured using the Autocorrelation Periodogram Algorithm. That dominant cycle dynamically sets the look-back period for the indicators. I employ my own streamlined computation for the indicators that provide smoother and easier to interpret outputs than traditional methods. Further, the indicator codes have been modified to remove the effects of spectral dilation.This basically creates a whole new set of indicators for your trading arsenal." What is Fisher Transform? The Fisher Transform is a technical indicator created by John F. Ehlers that converts prices into a Gaussian normal distribution. The indicator highlights when prices have moved to an extreme, based on recent prices. This may help in spotting turning points in the price of an asset. It also helps show the trend and isolate the price waves within a trend. Included: Zero-line and signal cross options for bar coloring Customizable overbought/oversold thresh-holds Alerts Signals
Pine Script® indicator
by loxx
1
Phase Accumulation Adaptive Fisher Transform [Loxx]Phase Accumulation Adaptive Fisher Transform is an adaptive Fisher Transform using a modified version of Ehlers Phase Accumulation Cycle Period. This version of Phase Accumulation Cylce Period accepts as inputs: 1) total number of cycles you wish to inject into the calculation, this works as a multiplier so the higher this number, the longer the period output; 2) filter is to change the alpha value of the final smother before returning the period output. What is the Phase Accumulation Cycle? The phase accumulation method of computing the dominant cycle is perhaps the easiest to comprehend. In this technique, we measure the phase at each sample by taking the arctangent of the ratio of the quadrature component to the in-phase component. A delta phase is generated by taking the difference of the phase between successive samples. At each sample we can then look backwards, adding up the delta phases.When the sum of the delta phases reaches 360 degrees, we must have passed through one full cycle, on average.The process is repeated for each new sample. The phase accumulation method of cycle measurement always uses one full cycle’s worth of historical data.This is both an advantage and a disadvantage.The advantage is the lag in obtaining the answer scales directly with the cycle period.That is, the measurement of a short cycle period has less lag than the measurement of a longer cycle period. However, the number of samples used in making the measurement means the averaging period is variable with cycle period. longer averaging reduces the noise level compared to the signal.Therefore, shorter cycle periods necessarily have a higher out- put signal-to-noise ratio. What is Fisher Transform? The Fisher Transform is a technical indicator created by John F. Ehlers that converts prices into a Gaussian normal distribution. The indicator highlights when prices have moved to an extreme, based on recent prices. This may help in spotting turning points in the price of an asset. It also helps show the trend and isolate the price waves within a trend. Included: Zero-line and signal cross options for bar coloring Customizable overbought/oversold thresh-holds Alerts Signals
Pine Script® indicator
by loxx
Goertzel Cycle Period Adaptive Fisher Transform [Loxx]Goertzel Cycle Period Adaptive Fisher Transform is an adaptive Fisher Transform using the Goertzel Cycle Algorithm to derive length inputs. What is Goertzel Cycle Algorithm? Read here: What is Fisher Transform? The Fisher Transform is a technical indicator created by John F. Ehlers that converts prices into a Gaussian normal distribution. The indicator highlights when prices have moved to an extreme, based on recent prices. This may help in spotting turning points in the price of an asset. It also helps show the trend and isolate the price waves within a trend. Included: Zero-line and signal cross options for bar coloring Customizable overbought/oversold thresh-holds Alerts Signals ***Please note, the Goertzel Cycle Algorithm is processor heavy, so this indicator will take some time to load.
Pine Script® indicator
by loxx
3
RAVI FX Fisher [Loxx]RAVI FX Fisher is a special implementation of RAVI using WMA moving averages and ATR and then normalized like Fisher Transform. If the histogram falls between the white lines, the market is too choppy to trade. This indicator is tuned for Forex. What is RAVI? The Range Action Verification Index (RAVI) indicator shows the percentage difference between current prices and past prices to identify market trends. It is calculated based on moving averages of different lengths. Included: -Change bar colors
Pine Script® indicator
by loxx
6
Fisher Transform, clone of MT4 "Fisher_no_repainting" [Loxx]The Fisher Transform is a technical indicator created by John F. Ehlers that converts prices into a Gaussian normal distribution.1 The indicator highlights when prices have moved to an extreme, based on recent prices. This may help in spotting turning points in the price of an asset. It also helps show the trend and isolate the price waves within a trend. Included: - Oversold and overbought regions This is an exact clone of the "Fisher_no_repainting" MT4 indicator
Pine Script® indicator
by loxx
2
Directional Movement Index + Fisher Price Action With LabelsDIRECTIONAL MOVEMENT INDEX + FISHER PRICE ACTION WITH LABELS Directional Movement Index shows buy and sell pressure. Fisher transform shows price action trending bullish or bearish. Caution dots notify you of conflicting trends. ***HOW TO USE*** The top lines are the fisher transform showing you the price action trend. The bottom lines filled with color shows the DMI directional movement index. The yellow dots at the bottom tell you if these two indicators are currently giving conflicting signals. DMI If the green line is above the red line and the background is colored green, there is more market buying than selling. If the red line is above the green line and the background is colored red, there is more market selling than buying. FISHER TRANSFORM If the lines are painted green, the price action is trending up. If the lines are painted red, the price action is trending down. CAUTION DOTS If a yellow dot shows up at the bottom of the chart, it is notifying you that the DMI and Fisher Transform are currently giving opposite signals…. so use caution. ***BULLISH/BEARISH LABEL*** There is also a label on the right side that tells you whether there is more buying or selling. This table updates in real time and changes colors so you can get an easy, quick interpretation of the current buy/sell pressure without having to look at the indicator data so you can make faster decisions on whether to enter or exit a trade. Green means more market buying than selling. Red means more market selling than buying. Blue means an equal amount of market buying and selling. If buying pressure is bullish but below the 20 level, a second label will show up in purple letting you know there is weak buying pressure so use caution. If selling pressure is bearish but below the 20 level, a second label will show up in purple letting you know there is weak selling pressure so use caution. There is a third label showing the current trend of the fisher transform. Green means bullish price action. Red means bearish price action. The fourth label is orange and only shows up when the DMI and Fisher Transform are currently giving opposite signals, so make sure you use caution during those times. ***MARKETS*** This indicator can be used as a signal on all markets, including stocks, crypto, futures and forex. ***TIMEFRAMES*** This directional movement index + fisher transform indicator can be used on all timeframes. ***TIPS*** Try using numerous indicators of ours on your chart so you can instantly see the bullish or bearish trend of multiple indicators in real time without having to analyze the data. Some of our favorites are our Auto Fibonacci, Volume Profile, Momentum, Auto Support And Resistance and Money Flow Index in combination with this Directional Movement Index + Fisher Transform. They all have real time Bullish and Bearish labels as well so you can immediately understand each indicator's trend.
Pine Script® indicator
by FriendOfTheTrend
4
Fisher Cycle Adaptive, Fisher Transform [loxx]Fisher Cycle Adaptive, Fisher Transform Things to know -Experimental, not to be used in trading Calculation -Uses a measurement where the dominant, raw Fisher Transform position is measured and then used as the length input for the next bar -This is based on raw recursive look backs, not based on any sine wave or signal processing measure of cycle dominance How to use -Change from Fixed to Fisher Cycle, adjust the wave cycle percent look back % Features -Bar coloring -Thresholds
Pine Script® indicator
by loxx
7
ADX Screener// Identify potential trend reversals using ADX on up to 40 crypto assets. // ADX shows the strength of a trend, not the direction. // By monitoring the difference of ADX values between candles, you can potentially identify reversals before they happen. // A strong trend has a 14 period ADX slope increasing .5 or more from the prior candle. // At a minimum, a weak trend has a 14 period ADX slope of +.25 or less, and strictly it would be decreasing. // This indicator prints one row for each asset with three columns for ADX differences one candle back each. // The asset name is colored green or red dependent on whether +DI > -DI or not. The market was in a down trend (-DI > +DI). A bullish wave moved price up to EMA 8 resistance with strong ADX momentum (ADX diff of prior candle >= 0.5). A Spinning Top showed that the trend was losing momentum (ADX diff lower than previous candle, showed the bullish wave losing momentum). A Morning Star bearish reversal pattern draws resistance at the high of the pattern. (ADX Bullish momentum exhausted). Symbol: -DI > +DI 2: Strong momentum 1: Losing momentum (spinning top) 0: Trend reversal (bearish engulfing pattern)
Pine Script® indicator
by zerocashcool
6
Inverse Fisher Transform on RSI for backtest w/alertsThis version of the Inverse Fisher Transform on RSI comes with support for 1) Backtesting with Gavin's backtest script 2) Bypass, you can use another indicator to pause buy signals from this indicator. Just create another indicator that plots "1" whenever you want to activate the bypass on the IFTRSI signal. 3) Independent buy and sell level thresholds. Some tokens perform better with a higher sell level, even levels as high as 0.996, sometimes the buy level can also be relaxed to even 0.6 and get incredible results on the 5 minute chart. 4) alerts for Buy and Sell signals Make sure you add Gavin's backtest and select external signal and this indicator as the source.
Pine Script® indicator
by TheTradingParrot
5
Fish Sniper - TrendicatorThis is a modified version of the Fisher Indicator. How to use: If you see the white stream crossing up or down on the dotted/dashed hlines then you are seeing the price and trend heading that direction. The green bars indicate an optimal long position, and the red bars indicate a short or an exit position. The green and red bars show when the white stream passes just above or below the ZERO line (dashed Aqua line). While entering/exiting on the green/red bars generally a good strategy, it's good to look at the bigger picture and see how far the white stream has traveled to reach the ZERO line. You can often avoid trading on a sideways market if you notice smaller movements on the white stream. This indicator will also draw a grey candle on your chart to signal it's time to exit a long trade and it will draw a purple candle when it's time to enter a long. I mostly use this indicator as an additional confirmation to enter or exit an open position, it's worked well for me in avoiding some big drops in my crypto trading and entering early on some nice uptrends.
Pine Script® indicator
by mmoiwgg
2
Ehler Fisher applied on distance EMAThis is an improved version of Fisher, which use as a source the distance from EMA , compared to the initial source which was on the close of a candle. It can be used in any market, any time frame . For conditions we have multiple conditions for the logic, in this case initially if our fisher is above 0 is a long direction ,if its belowe 0 its a short direction. Also we can improve this condition even further, in this case if we cross up our previous line its a buy signal, and if we cross down its a sell signal. For best usage combine the cross together with the position of fisher respecting the 0. If you have any other questions, let me know with a private message.
Pine Script® indicator
by SoftKill21
4
Hull FisherThis strategy has a Fisher-Transform indicator applied to the highs and lows of a Hull moving average instead of the price. It also has a Commodity Channel Index to help with entry/exit. Each part of the strategy can be turned on and off, for example turn off CCI or HMA so they are not used in the order opening/exiting. The base of the strategies entry and exit logic is the fisher transform line, if it crosses over outside the lines or either side of zero (adjustable in settings). This example on ETHBTC Daily chart has common crypto exchange commission 0.25% added. Please adjust that setting to suit your pair/broker. For example a Forex pair does not have that much commission so reduce it for Forex charts. Can be applied to any time frame or trading instrument.
Pine Script® strategy
by SeaSide420
5
[NLX-L2] Fisher Stochastic Center of Gravity (v4)- Fisher Stochastic Center of Gravity- This is Fisher's Stochastic Center of Gravity converted to pine v4 by blackcat. A very powerful entry indicator! The original was published by DasanC & EmpiricalFX and it's a very interesting take on FSCG. All the credit for the indicator goes to the authors and inventor of FSCG, this is just a mod to be used with my NLX Modular Trading Framework . - How to Use - 1. Add a Trend Indicator like Trend Index MTF to your chart 2. Add " Fisher Stochastic Center of Gravity" Indicator to your Chart and select the Trend Index MTF with Type L1 in the Settings as Source 2. Add the Backtest to your Chart and select the FSCG Signal with Type L2 as Source - Alerts for Automated Trading - See my signature below for more information. Contact me for the Alert module.
Pine Script® indicator
by nilux