Fisher transform on JMA SlowK

[Mark Jurik]

Here is my beta version of the Fisher Transform applied to the SlowK stochastic of JMA smoothed prices.

Comments welcome.

( message update -- the original attached file is not available because it had an error and a revised version is available (see subsequent postings).

- Mark Jurik

[tjkm]

Thanks for all the help Mark

I have a problem. I have to reload the Fisher as it does not update smoothly. When we get close to the fisher lines crossing unless price moves very hard the lines remain on top of one another. Once I reload the indicator or we have a hard move to they cross, making this indicator lag big time.

Lastly, I was hoping we could come up with an indicator to help us with change of Trend. The Fisher study is supposed to help in that area. Do you have any thoughts on your indicators which will have the least lag and act as a leading indicator to help us with trend reversals or pullbacks into a trend?

Thanks for everything,

Tom

[Mark Jurik]

Attached is the correct version of the Fisher transform on the JMA stochastic.

>> Do you have any thoughts on your indicators which will have the least lag and act as a leading indicator to help us with trend reversals or pullbacks into a trend?

We have no leading indicators, although we do have tools for preprocessing data when building forecast models: WAV compresses information stretched across time, and DDR compresses information stretched across features (technical indicators). For more information, see ...

http://jurikres.com/catalog/catalog.htm#top

- Mark Jurik