2004 May: CyberCycle_InvFisherTrans.efs

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CyberCycle_InvFisherTrans.efs 
  

File Name: CyberCycle_InvFisherTrans.efs


Description:
Based on The Inverse Fisher Transform by John Ehlers. This article appeared in the May 2004 issue of Stock & Commodities.


Formula Parameters:
alpha - 0.07

Notes:
The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.
The May 2004 EFS formulas were provided by TS Support.
The current version was modified by eSignal for real time intraday analysis 4/20/2004.

Download File:
CyberCycle_InvFisherTrans.efs




EFS Code:



// Magazine:	Technical Analysis of Stocks & Commodities, May 2004// Article:		The Inverse Fisher Transform by John F. Ehlers// Study:		CYBER CYCLE WITH INVERSE FISHER TRANSFORM// Provided By:	TS Support, LLC for eSignal// Version 1.1  4/20/2004       Modified by eSignal for real time analysisvar Smooth = 0;var Smooth_1 = 0;var Smooth_2 = 0;var Cycle = 0;var Cycle_1 = 0;var Cycle_2 = 0;function preMain(){    setStudyTitle("CYBER CYCLE WITH INVERSE FISHER TRANSFORM");    setCursorLabelName("Cycle",0);    setDefaultBarFgColor(Color.green,0);    setDefaultBarThickness(2);    //setComputeOnClose();}function main(alpha){    if(alpha == null) alpha = .07;    var ICycle = 0;        if (getBarState() == BARSTATE_NEWBAR) {        Smooth_2 = Smooth_1;        Smooth_1 = Smooth;        Cycle_2 = Cycle_1;        Cycle_1 = Cycle;    }        Smooth = ((high() + low()) / 2 + high(-1) + low(-1) + high(-2) + low(-2) + (high(-3) + low(-3)) / 2 ) / 6;    Cycle = (1 - .5 * alpha) * (1 - .5 * alpha) * (Smooth - 2 * Smooth_1 + Smooth_2) + 2 * (1 - alpha) * Cycle_1 - (1 - alpha) * (1 - alpha) * Cycle_2;    if(getCurrentBarIndex() - getOldestBarIndex() < 7)    	Cycle = ((high() + low()) / 2 - high(-1) - low(-1) + high(-2) + low(-2)) / 4;    ICycle = (Math.exp(2 * Cycle) - 1) / (Math.exp(2 * Cycle) + 1);    return ICycle;}