Extra indicators
Fisher Transform
Turns the price's position in its recent range into sharp peaks and troughs that make turning points stand out.
Идея простыми словами
Prices are not normally distributed, which hides turning points. The Fisher transform reshapes the price's position within its recent range so extremes become clear spikes.
Как считается
Scale the candle's midpoint into −1…+1 inside the high–low range of N candles, smooth it, and apply ½·ln((1 + x) ÷ (1 − x)). The trigger is the previous value.
x = 0.66 × ((mid − LL) ÷ (HH − LL) − 0.5) + 0.67 × x₋₁
Fisher = 0.5 × ln((1 + x) ÷ (1 − x)) + 0.5 × Fisher₋₁Как использовать
- Fisher crossing its trigger line marks a likely turn.
- Extreme readings (beyond ±1.5 to ±2) warn of exhaustion.
Выводы
- Sharp, sudden turns are typical: it is designed to be decisive.
Пример
GOLD H4: Fisher reaches +2.4 and crosses below its trigger; the rally pauses for the next few candles.
Цены в примерах приведены для иллюстрации.
На что обратить внимание
- In strong trends it can stay extreme and give early reversal signals.
Немного истории
Introduced by John Ehlers in 2002 ("Using the Fisher Transform", Stocks & Commodities).
Только образовательный материал. Ни один индикатор или паттерн не предсказывает будущее, и ничто здесь не является инвестиционной рекомендацией.