2004 May: InvFisherTransformRSI.efs

// Magazine:		Technical Analysis of Stocks & Commodities, May 2004// Article:		The Inverse Fisher Transform by John F. Ehlers// Study:		INVERSE FISHER TRANSFORM OF RSI// Provided By:	TS Support, LLC for eSignalvar RSI = null;function preMain(){    setStudyTitle("INVERSE FISHER TRANSFORM OF RSI");    setCursorLabelName("IFish",0);    setDefaultBarFgColor(Color.red,0);    addBand(.5, PS_SOLID, 1, Color.black);    addBand(-.5, PS_SOLID, 1, Color.black);    setDefaultBarThickness(2);    //setComputeOnClose();}function main(){    wmaLength = 9;    rsiLength = 5;    if (RSI == null) RSI = new RSIStudy(rsiLength,"close");    var IFish = 0, WtdSum = 0 ;    Value1 = .1 * (RSI.getValue(RSIStudy.RSI) - 50);    for(i = 0; i < wmaLength; i++)        WtdSum += (wmaLength - i) * (.1 * (RSI.getValue(RSIStudy.RSI,-i) - 50)) ;    CumWt = (wmaLength + 1 ) * wmaLength * .5 ;    Value2 = WAverage = WtdSum / CumWt ;    IFish = (Math.exp(2 * Value2) - 1) / (Math.exp(2 * Value2) + 1);    return IFish;}