Struct FisherTransform 

pub struct FisherTransform { /* private fields */ }

Fisher Transform of the median price, smoothed, with a signal and a context line.

Over the last fish_len values of (high + low) / 2, both recursions starting at 0:

v    = clamp(0.66 * ((x - lowest) / (highest - lowest) - 0.5) + 0.67 * v_prev, -0.999, 0.999)
fish = 0.5 * ln((1 + v) / (1 - v)) + 0.5 * fish_prev

(the normalised term is 0 for a flat window). value is the line, Ema(avg_len) of fish with the first-sample seed; extra["signal"] is Ema(sig_len) of the line. The registry fixes avg_len = 2 and sig_len = 3 and reads only fish_len.

First output: with the fish_len-th bar. Indicator::reset clears windows, recursions and averages.

Implementations

impl FisherTransform

pub fn new( fish_len: usize, avg_len: usize, sig_len: usize, mid_line: f64, overbought: f64, oversold: f64, lookback_extreme: usize, require_extreme_zone: bool, ctx_len: usize, div_len: usize, div_min: f64, ) -> Self

pub fn with_defaults() -> Self

Trait Implementations

impl Indicator for FisherTransform

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn reset(&mut self)

fn alerts(&self) -> Vec<IndicatorAlert>

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.