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Username:gakazas
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  • @Fisher Transformation: Here is the code optimized, and with a fix. the 0.9999 check should be after assigning a value to Value1, thats why some periods appear are blank. using System; using cAlgo.API; using cAlgo.API.Indicators; namespace cAlgo.Indicators {     [Indicator(IsOverlay = false, AccessRights = AccessRights.None)]     public class FisherTransform : Indicator     {         [Output("FisherTransform", LineColor = "Orange")]         public IndicatorDataSeries Fish { get; set; }         [Output("Trigger", LineColor = "Green")]         public IndicatorDataSeries trigger { get; set; }         [Parameter(DefaultValue = 13, MinValue = 2)]         public int Len { get; set; }         double MaxH;         double MinL;         private IndicatorDataSeries Value1;         protected override void Initialize()         {             Value1 = CreateDataSeries();         }         public override void Calculate(int index)         {             if (index <= Len + 1)             {                 Value1[index - 1] = 1;                 Fish[index - 1] = 0;             }             MaxH = MarketSeries.Median.Maximum(Len);             MinL = MarketSeries.Median.Minimum(Len);             Value1[index] = 0.5 * 2 * ((MarketSeries.Median[index] - MinL) / (MaxH - MinL) - 0.5) + 0.5 * Value1[index - 1];             if (Value1[index] > 0.9999)                 Value1[index] = 0.9999;             else if (Value1[index] < -0.9999)                 Value1[index] = -0.9999;             Fish[index] = 0.25 * Math.Log((1 + Value1[index]) / (1 - Value1[index])) + 0.5 * Fish[index - 1];             trigger[index] = Fish[index - 1];         }     } }

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