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

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