Fisher variants

[tradejockey]

Basically a mish mash of Inverse fisher transform over fisher transform, RSI (and Yur4ik in case of first indicator) all put together in the hope of avoiding whipsaw. Only drawbacks I see are
1. Slight delay for lines to unglue from the top and bottom.
2. Repaint of last bar in case of the first indicator.
3. In case of second indicator it gets muddy when long term trend (red) is swayed by the short term trend.
Any input appreciated.

Some ideas taken from following:
Gaussian PDF:
http://media.wiley.com/product_data/excerpt/78/04714630/0471463078.pdf

John Ehler's IFT:
http://tradingsystemlab.com/files/The%20Inverse%20Fisher%20Transform.pdf

[NinjaTrader_Josh]

Cool. Thanks for the contribution. If you don't mind could you also put it up on the File Sharing indicator section.

[wallstreetkid]

The Inverse RSIFT works great thank you!! The yurik or euphoric....is blank. I tried it on minute bars, tick and range bars. Am I doing something wrong? How can I get it to work? Thanks!

[NinjaTrader_JC]

Hello wallstreetkid,

Do you get an error message inside the Log tab of your Control Center?

[Taggart]

I am having the same problem as wallstreetkid and my log produces the following error: "Failed to call method 'Initialize' for indicator 'Euphoric': 'BarsInProgress' property can't be accessed from within 'Initialize'. Any help would be appreciated. Thanks in advance.

[NinjaTrader_Bertrand]

It would help if you could post the Initialize() method contents of your custom indicator giving you the issue, as the log message states you could not work with BarsInProgress here - so our suggestion would be reworking the method so it would not be used anymore and move bar update relative code then to OnBarUpdate(), then recheck.

[Taggart]

Sorry for not being more clear. The indicator in question is the one posted earlier in this thread called Yurik.zip (though after import it becomes labeled Euphoric)

[NinjaTrader_Cal]

Hi Taggart,

From the code I can see that in the Initialize method the MIN and MAX are being called, which is why you are receiving that error,

The OnStartUp() method is something you are want to going to use in order to use those properties.

This method is after the initialize but before the OnBarUpdate().

You will need to move the Min and Max into that method.

Your code will look something like this -

protected override void OnStartUp()
{
min = MIN(High, period);
max = MAX(Low, period);
}


Below is a link on using the OnStartUp Method
http://www.ninjatrader.com/support/helpGuides/nt7/index.html?onstartup.htm

Please let me know if I can be of further assistance.