Belajar AFL_Ehlers Fisher Transorm

Dear Mas Ecos,

Di bawah ini contoh AFL yang bisa didapatkan dari Amibroker AFL Library di http://www.amibroker.com/library/

Menurut "selera katrok" saya... AFL ini boleh juga... kalau mau sampean bisa coba, sapa tau cucok juga dengan "selera" sampean. Copy paste ke Formula Editor, save dan lihat hasilnya... ojolali bandingkan dengan salah satu indikator supaya bisa dilihat bedanya.


//------------------------------------------------------------------------------
//
// Formula Name: Ehlers Fisher Transform
// Author/Uploader: Not Too Swift
// E-mail:
// Date/Time Added: 2005-03-26 23:33:11
// Origin:
// Keywords:
// Level: medium
// Flags: indicator
// Formula URL: http://www.amibroker.com/library/formula.php?id=449
// Details URL: http://www.amibroker.com/library/detail.php?id=449
//
//------------------------------------------------------------------------------
//
// The Fisher Transform converts price data to a nearly Gaussian probability
// density function. The result is an indicator that reverses very sharply
// when a trend changes.
//
//------------------------------------------------------------------------------

SetBarsRequired(200, 0);

// Ehlers formulas
// from Ehlers, John F. Cybernetic Analysis for Stocks and Futures. Wiley. 2004.
// Chapter 1, p. 1. Code on p. 7.

function InverseFisher(array)
{
e2y = exp(2 * array);
return (e2y - 1)/(e2y + 1);
}

function Normalize(array, arraylen)
// Figure 1.7 on p. 7
{
MaxH = HHV(array, arraylen);
MinL = LLV(array, arraylen);
Value1[0] = array[0]; // Initialize as array

for(i = 1; i < BarCount; i++)
{
Value1[i] = .5 * 2 * ((array[i] - MinL[i]) / (MaxH[i] - MinL[i]) - .5) + .5 * Value1[i-1];
if (Value1[i] > .9999) Value1[i] = .9999;
if (Value1[i] < -.9999) Value1[i] = -.9999;
}
return Value1;
}

function Fisher(array)
// Figure 1.7 on p. 7
{
F = array;
F = .25 * log((1+ array)/(1 - array)) + .5 * Ref(F, -1);
return F;
}

Med = (H+L)/2;

// Fisher Transform
FisherXform = Fisher(Normalize(Med, 10));
Plot(FisherXform, "Fisher Transform", colorRed, styleLine);
Plot(Ref(FisherXform, -1), "", colorBlue, styleLine);
PlotGrid(2);
PlotGrid(-2);


Semoga bermanfaat.

ES

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