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Knowledge Base » Tech Doc » ADSI » Stochastic Fisher

Indicator Name: Stochastic-Fisherized Adaptive Indicator (Cybernetic Analysis)
      
Function Name: Stochastization and Fisherization Transform

Format: ExtFml( "ADSI.StochFisher", Inputs, Periods, alphas )

Input 1: Inputs. This is typically a Price array, but could be any input.

Input 2: Periods. Cybernetic Cycle Period, Homodyne Cycle Period, or other period input.

Input 3: alphas. This is an exponential smoothing factor applied at the end of the calculation. A larger alpha results in a smoother final output. This value is range bound between 0.0 and 1.0.

Formula 1.)

trend := MP() - ExtFml("ADSI.Cycle", MP(), .18 );
periods := ExtFml("ADSI.CyclePeriod", MP(), .18, .05, 1.1);

ExtFml("ADSI.StochFisher", trend, period, .5);

Figure 1.) Metastock screenshot with Indicator Description