Topic: Fisher Transform problem

Hello to all the community FSB. I found an error in the Fisher Transform indicator data. I want to create a strategy with this indicator. If the indicator is below the zero line, you should buy. But what happens is that still remain negative, as it changes from red to green, considered as positive and the expert does not perform the operation. Could someone tell me how to fix it ?. Thank you. Sorry for my English

Re: Fisher Transform problem

Please post the strategy. Post a screenshot with note on the problematic bar or deal. If the problem is only in the expert, post the screenshot from the MT4 backtester or trader with note on the problem.

Re: Fisher Transform problem

The problem I have found is that the expert within the code that is generated, does not include the case fisher is greater or less than zero.

Re: Fisher Transform problem

Yes. The problem is only in the expert.

Re: Fisher Transform problem

This is part of code. I can´t found any case IndicatorLogic_Is lower_than_the_zero_line.


case IndicatorLogic_The_indicator_falls:
         for(int bar=firstBar; bar<Data.Bars; bar++)
           {
            int currentBar=bar-prvs;
            int baseBar=currentBar-1;
            bool isHigher=adIndValue[currentBar]>adIndValue[baseBar];

            if(!IsDiscreteValues) // Aroon oscillator uses IsDiscreteValues = true
              {
               bool isNoChange=true;
               while(MathAbs(adIndValue[currentBar]-adIndValue[baseBar])<sigma && isNoChange && baseBar>firstBar)
                 {
                  isNoChange=(isHigher==(adIndValue[baseBar+1]>adIndValue[baseBar]));
                  baseBar--;
                 }
              }

            indCompLong.Value[bar]=adIndValue[baseBar]>adIndValue[currentBar]+sigma  ? 1 : 0;
            indCompShort.Value[bar]=adIndValue[baseBar]<adIndValue[currentBar]-sigma ? 1 : 0;
           }
         break;

      case IndicatorLogic_The_indicator_is_higher_than_the_level_line:
         for(int bar=firstBar; bar<Data.Bars; bar++)
           {
            indCompLong.Value[bar]=adIndValue[bar-prvs]>levelLong+sigma   ? 1 : 0;
            indCompShort.Value[bar]=adIndValue[bar-prvs]<levelShort-sigma ? 1 : 0;
           }
         break;

      case IndicatorLogic_The_indicator_is_lower_than_the_level_line:
         for(int bar=firstBar; bar<Data.Bars; bar++)
           {
            indCompLong.Value[bar]  = adIndValue[bar - prvs] < levelLong - sigma  ? 1 : 0;
            indCompShort.Value[bar] = adIndValue[bar - prvs] > levelShort + sigma ? 1 : 0;
           }
         break;

      case IndicatorLogic_The_indicator_crosses_the_level_line_upward:
         for(int bar=firstBar; bar<Data.Bars; bar++)
           {
            int baseBar=bar-prvs-1;
            while(MathAbs(adIndValue[baseBar]-levelLong)<sigma && baseBar>firstBar)
               baseBar--;

Re: Fisher Transform problem

Perdoname. He detectado que en FSB tambien da ese error.

Re: Fisher Transform problem

Please post the strategy. Post a screenshot with note on the problematic bar or deal. If the problem is only in the expert, post the screenshot from the MT4 backtester or trader with note on the problem.

http://s28.postimg.org/mwm4ywert/screenshot_876.jpg

http://s28.postimg.org/9ef8mm2mh/screenshot_875.jpg

The problem I have found is that the expert within the code that is generated, does not include the case fisher is greater or less than zero.

It doesn't include such case because it uses "Higher than Level line" and sets the Level to 0.

8 (edited by javiercaunedo 2015-05-02 07:34:30)

Re: Fisher Transform problem

One strategy

As you can see, i can´t  choose "Higher than level line".
http://s14.postimg.org/b5lvqankt/fisher.jpg

Re: Fisher Transform problem

In FSB works fine!!!!. But not in expert. Try it.

Re: Fisher Transform problem

I surrender.
Probably someone other can manage that.

Re: Fisher Transform problem

anyway, thanks

Re: Fisher Transform problem

javiercaunedo wrote:

In FSB works fine!!!!. But not in expert. Try it.

I think you should probably post the strategy, the actual xml file so that someone can look at it.

Once you have posted the actual strategy file, then someone can help you.

If you will be good enough to post the actual xml file, someone can help you.

All of this means.... PLEASE POST THE FILE !

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Fisher Transform problem

Thanks, but I was just testing this indicator. I have no intention of creating anything with an indicator that can give me problems. But thanks for trying to help.

Re: Fisher Transform problem

You have to post strategy and screenshots and to point the exact problem. You cannot expect anyone to test hundreds of combinations because you stated that the indicator doesn't work.

We see it works. If you don't think so, please provide details. How do you think we can find a potential problem. It is the same as I state that my Ford Fusion cannot drive me to the center. How you can find the problem?

Here is a screen from MT4 backtester where the strategy opens Long and Short trades using Fisher Transform.

http://s28.postimg.org/yqyhaa2fd/screenshot_883.jpg