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[EquisMetaStock Group] Re: Fourier Transform



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--- In equismetastock@xxxxxxxxxxxxxxx, superfragalist <no_reply@xxx> 
wrote:

You can buy back issues of TASC, or the TASC reference disc. You can 
also read John Ehler's books. 
 
You can subscribe to Roy's newsletter and the simple version of some 
of this maybe get mentioned in there. Or you can create your own 
versions. 
 
The Fisher Transform in MS function language:
 
pr:=(H+L)/2;
len:=10;
maxh:=HHV(pr,len);
minl:=LLV(pr,len); val1:=.33*2*((pr-minl)/(maxh-minl)-.5)+.67*PREV;
value1:=If(val1>.99,.999,If(val1<-.99,-.999,val1));
fish:=.5*Log((1+value1)/(1-value1))+.5*PREV;
 
fish;
{Ref(fish,-1);}
10*ROC(fish,1,$)
 
I'm talking about the inverse of the above. The simplified 
mathematical reference can be seen here.

http://cswww.essex.ac.uk/PLANET/summer-school-02/materials-
revised/SummerSchoolSlides/Part2/img8.htm

You can read about Laguerre here:

http://www-gap.dcs.st-and.ac.uk/~history/Mathematicians/Laguerre.html
and then here:
 
http://mathworld.wolfram.com/LaguerreDifferentialEquation.html
 
It's a bit more complex but very interesting when applied to several 
types of standard indicators. 
 
When you actually convert a lot of the mathematical swahili to 
english, it's really pretty simple and effective for smoothing and 
noise elimination.
 
You can't buy David's stuff, but some of it has been published in 
Futures and TASC. I've taken what he's published and created some 
more of the indicators he shows on his website. 
 
Have fun! 
 
 
 
 
 
  




 
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