Extra indicators

Fisher Transform

Turns the price's position in its recent range into sharp peaks and troughs that make turning points stand out.

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用通俗的话解释

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.

计算方法

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₋₁

如何使用

  • Fisher crossing its trigger line marks a likely turn.
  • Extreme readings (beyond ±1.5 to ±2) warn of exhaustion.

得出结论

  • Sharp, sudden turns are typical: it is designed to be decisive.

示例

GOLD H4: Fisher reaches +2.4 and crosses below its trigger; the rally pauses for the next few candles.

示例中的价格仅作说明。

注意事项

  • In strong trends it can stay extreme and give early reversal signals.

一点历史

Introduced by John Ehlers in 2002 ("Using the Fisher Transform", Stocks & Commodities).

仅供学习参考。 没有任何指标或形态能预测未来,本页内容均不构成投资建议。