Monday, 21 October 2019

Fibosher for Amibroker (AFL)

Fibosher is Fisher Transform with Fibonacci.
It works better than classical stochastic.



_SECTION_BEGIN("Fibosher");
SetBarsRequired(200, 0);



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

function Normalize(array, arraylen)

{
MaxH = HHV(array, arraylen);
MinL = LLV(array, arraylen);
Value1[0] = array[0]; 

for(i = 1; i < BarCount; i++)
{
Value1[i]=.5*2*((array[i]-MinL[i])/IIf(MaxH[i]-MinL[i]==0,1,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)

{
F = array;
F = .25 * log((1+ array)/(1 - array)) + .5 * Ref(F, -1);
return F;
}

Med = (H+L)/2;
MidPoint=0;

FisherXform = Fisher(Normalize(Med, 10));

FisherColor = colorYellow;
FisherColor = IIf(LinRegSlope(FisherXform,2)    == 0,colorBlue,FisherColor );
FisherColor = IIf(LinRegSlope(FisherXform,2)    < 0,colorRed,FisherColor );
Sell1 = LinRegSlope(FisherXform,2) <= 0 AND Ref(LinRegSlope(FisherXform,2),-1) > 0;
Buy1  = LinRegSlope(FisherXform,2) >= 0 AND Ref(LinRegSlope(FisherXform,2),-1) < 0;

Plot(FisherXform, "Fibosher", FisherColor , styleLine|styleThick);

barvisible = Status("barvisible");
maxr = LastValue( Highest( IIf( barvisible, FisherXform, 0 ) ) );
minr = LastValue( Lowest( IIf( barvisible, FisherXform, 100 ) ) );
ranr = maxr - minr;

Plot( maxr , "0%", colorGrey50 );
Plot( maxr - 0.236 * ranr, "-23.6%", colorPaleGreen );
Plot( maxr - 0.382 * ranr, "-38.2%", colorPaleBlue );
Plot( maxr - 0.50 * ranr, "-50.0%", colorOrange );
Plot( maxr - 0.618 * ranr, "-61.8%", colorPaleBlue );
Plot( maxr - 0.786 * ranr, "-78.6%", colorPaleGreen );
Plot( minr , "-100%", colorGrey50 );

GraphXSpace = 3;

_SECTION_END();

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