Sounds like a major bug with IntraBarOrderGeneration.
Will appreciate comments.
Indicator Code:
Code: Select all
Inputs: Price(H+L/2),Len(10),FMult(10);
Vars: MaxH(0),MinL(0),Fish(0);
MaxH = Highest(Price,Len);
MinL = Lowest(Price,Len);
Value1 = 0.33*2*((Price -MinL)/(MaxH-MinL)-.5)+.67*Value1[1];
If Value1 > .99 then Value1 = .999;
If Value1 < -.99 then Value1 = -.999;
Fish = .5*Log((1+Value1)/(1-Value1))+.5*Fish[1];
Plot1(Fish, "Fisher");
Code: Select all
[IntrabarOrderGeneration = true]
Inputs: Price(H+L/2),Len(10),FMult(10);
Vars: MaxH(0),MinL(0),Fish(0);
MaxH = Highest(Price,Len);
MinL = Lowest(Price,Len);
Value1 = 0.33*2*((Price -MinL)/(MaxH-MinL)-.5)+.67*Value1[1];
If Value1 > .99 then Value1 = .999;
If Value1 < -.99 then Value1 = -.999;
Fish = .5*Log((1+Value1)/(1-Value1))+.5*Fish[1];
Print(Fish);