Login Page - Create Account

Support Board


Date/Time: Fri, 19 Apr 2024 11:45:33 +0000



Fisher Transform and TTM Squeeze

View Count: 3160

[2014-01-14 20:06:23]
User74987 - Posts: 16
Hi. I see another member asked you about these 2 studies (Fisher Transform and TTM Squeeze). I also use them on another platform, like them and would prefer to use them on Sierra. Any chance you can have them programmed?

Thank you.
[2014-01-14 20:13:47]
Sierra Chart Engineering - Posts: 104368
Sierra Chart has a study called Inverse Fisher Transform.

And has 2 Bollinger Squeeze studies.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-01-14 21:05:04]
User74987 - Posts: 16
thanks for the quick response. Unfortunately, I have a few friends who have tried to figure out what your Inverse Fisher Transform is and it looks nothing like what we see on our other charting platform. I looked at it too and its not what I'm looking for.

I will look at those other Bollinger squeezes to see If one of them might work for the TTM squeeze chart

Date Time Of Last Edit: 2014-01-14 21:08:02
[2014-01-15 00:35:35]
vegasfoster - Posts: 444
I seem to remember that we established before that one of the bollinger squeezes is the same as the TTM squeeze, but if not and you can post the original code for these studies then I can try to convert them to SC for you. If they aren't hundreds of lines of code then I can probably do it, but if they are then I may be able to do it but I probably wont ;-)
Date Time Of Last Edit: 2014-01-15 00:37:18
[2014-01-15 06:24:51]
Sierra Chart Engineering - Posts: 104368
Do you have a particular formula for the Fisher Transform study?
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-01-16 01:34:32]
User74987 - Posts: 16
I have the Fisher Transform code for you. Its a "lower study" so the code I have reflects that, as follows:

declare lower;

input price = hl2;
input length = 10;

def maxHigh = Highest(price, length);
def minLow = Lowest(price, length);
def range = maxHigh - minLow;
def value = if IsNaN(price)
then Double.NaN
else if IsNaN(range)
then value[1]
else if range == 0
then 0
else 0.66 * ((price - minLow) / range - 0.5) + 0.67 * value[1];
def truncValue = if value > 0.99 then 0.999 else if value < -0.99 then -0.999 else value;
def fish = 0.5 * (log((1 + truncValue) / (1 - truncValue)) + fish[1]);

plot FTOneBarBack = fish[1];
plot FT = fish;
plot ZeroLine = 0;

FTOneBarBack.SetDefaultColor(GetColor(1));
FT.SetDefaultColor(GetColor(music));
ZeroLine.SetDefaultColor(GetColor(5));


I'm still looking at the Squeeze studies to see how they compare. Thanks for your help with the Fisher Transform :)
[2014-01-16 03:02:15]
Sierra Chart Engineering - Posts: 104368
We will see about adding this. Does not look too hard.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-01-22 23:53:38]
Al SC Developer - Posts: 434
Fisher Transform study will be added in ver 1081. The source is located in studies7.cpp.
[2014-02-17 17:48:23]
User74987 - Posts: 16
Thank you for adding this study.

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account