Fisher indicator in multi time frames

Fisher indicator in multi time frames

mits101963
2018-03-28 02:05:34

Hi,
I downloaded https://www.quantshare.com/item-528-fisher-transform-technical-indicator and it works like a charm.
I tried to display it weekly on a daily chart using the following code

either this

TimeframeSet(7);
b=Fisher((high+low)/2, 10);
TimeframeRestore();
plot(b, "Fish", green);

or this

b=timeframeapply(7, Fisher((high+low)/2, 10));
b=timeframedecompress(b);
plot(b, "Fish", green);

but i am getting an error "Fish:no number" on the pane.

when changing the chart to weekly of course there is no error.

any suggestions?

thanks in advance

QuantShare
2018-03-30 04:46:00

The "Fisher" function uses previous bar data in its calculation and since the weekly time series created by "timeframeapply" needs to have the same number of bars as the daily time series, the first bars are filled with NaN and thus the "Fisher" function will return NaN for each bar.

You need to update the "Fisher" function and avoid calculation when the price is NaN

Get more messages

No more messages

Back


Trading Items Fisher Transform - Technical Indicator Hull Moving Average Strategy - Multi Time Frame Trading System Multiple Time Frames Trading System - Price / Moving Average Cros... Better Volume Indicator Economic Surprise Indicator	How-to Lessons How to hide a trading indicator from a particular time frame How to plot two different time frames in the same chart How to dynamically update the settings of an indicator How to add a trading indicator to a chart How to create a moving average of an indicator
Related Forum Threads Trading System using multiple time frames STOP/Profit targets based on the indicator value at the time of e... to write and execute an Indicator Using multiple time frame in the real time version Backtest buying a group of stocks during a certain time frame int...	Blog Posts Create a stock index or a trading indicator using the composite t... Detect chart patterns using the auto support/resistance indicator Inverse Fisher Transform: Indicator, composite and trading system How to Select the Best Market Indicator for your Trading System Statistical data analysis of time series