تجارت کے تکنیکی تجزیے کے دوران ، تاجروں نے اسٹاک کی قیمت کے اعداد و شمار کا تجزیہ اور مطالعہ کیا ہے۔ تاہم ، اسٹاک کی قیمت کے اعداد و شمار کی تقسیم معیاری عام تقسیم کے مطابق نہیں ہے۔Fisher Transformation
ایک ایسا طریقہ ہے جو قیمت کے اعداد و شمار کو عام تقسیم میں تبدیل کرسکتا ہے۔Fisher Transformation
مارکیٹ کے اعداد و شمار کو ہموار کریں اور کچھ تیز چھوٹے دورانیہ اتار چڑھاؤ کو ختم کریں۔ موجودہ دن اور پچھلے دن کے اشارے کا استعمال کرتے ہوئے تجارتی سگنل بھیجے جاسکتے ہیں۔
کے بارے میں بہت سے مواد ہیںFisher Transform
Baidu، Zhihu، یہاں ہم دوبارہ نہیں کریں گے.
- Judge the calculation period, which can be 10 days. Calculate the highest and lowest price in the period:
```lowestLow = lowest price in the period```,```highestHigh = highest price in the period```.
- Define the price change parameter (the ```ratio``` is a constant between 0-1, for example, 0.5 or 0.33):
![JavaScript language implementation of Fisher indicators and drawing on FMZ](/upload/asset/28d651ee2fee1aec1bd73.jpg)
- Using the ```Fisher``` transformation on the price change parameter ```x```, the ```Fisher``` indicator is obtained:
![JavaScript language implementation of Fisher indicators and drawing on FMZ](/upload/asset/28d87a37d48661f503b10.png)
### Implement the algorithm by using the JavaScript language
It is implemented step by step according to the indicator algorithm. It should be noted that the algorithm is an iterative algorithm. For ```preX``` and ```preFish```, they were set to 0 at the beginning. For ```Math Log``` is to find the logarithm based on the natural constant e. In addition, the above algorithm did not mention the correction of x, which I almost ignored when writing:
Correct the value of x, force it to be 0.999 if it is greater than 0.99. Same for that of less than -0.99.
if (x > 0.99) {
x = 0.999
} else if (x < -0.99) {
x = -0.999
}
The first time I saw the algorithm and indicators, I transplanted them according to the algorithm. I have not verified this implementation, and some who are interested in research can verify whether there are any errors. Thank you very much for pointing out the mistakes.
```Fisher Transform``` indicator algorithm source code:
```js
function getHighest(arr, period) {
if (arr.length == 0 || arr.length - period < 0) {
return null
}
var beginIndex = arr.length - period
var ret = arr[beginIndex].High
for (var i = 0 ; i < arr.length - 1 ; i++) {
if (arr[i + 1].High > ret) {
ret = arr[i + 1].High
}
}
return ret
}
function getLowest(arr, period) {
if (arr.length == 0 || arr.length - period < 0) {
return null
}
var beginIndex = arr.length - period
var ret = arr[beginIndex].Low
for (var i = 0 ; i < arr.length - 1 ; i++) {
if (arr[i + 1].Low < ret) {
ret = arr[i + 1].Low
}
}
return ret
}
function calcFisher(records, ratio, period) {
var preFish = 0
var preX = 0
var arrFish = []
// When the length of K-line is not enough to meet the period
if (records.length < period) {
for (var i = 0 ; i < records.length ; i++) {
arrFish.push(0)
}
return arrFish
}
// traverse the K-line
for (var i = 0 ; i < records.length ; i++) {
var fish = 0
var x = 0
var bar = records[i]
var mid = (bar.High + bar.Low) / 2
// When the current BAR is insufficient in period calculation
if (i < period - 1) {
fish = 0
preFish = 0
arrFish.push(fish)
continue
}
// Calculate the highest and lowest price in the period
var bars = []
for (var j = 0 ; j <= i ; j++) {
bars.push(records[j])
}
var lowestLow = getLowest(bars, period)
var highestHigh = getHighest(bars, period)
// price change parameters
x = ratio * 2 * ((mid - lowestLow) / (highestHigh - lowestLow) - 0.5) + (1 - ratio) * preX
if (x > 0.99) {
x = 0.999
} else if (x < -0.99) {
x = -0.999
}
preX = x
fish = 0.5 * Math.log((1 + x) / (1 - x)) + 0.5 * preFish
preFish = fish
arrFish.push(fish)
}
return arrFish
}
یہ FMZ، حکمت عملی چوک پر ڈرائنگ کرنے کے لئے آسان ہے:https://www.fmz.com/square
اس پر حوالہ کے لیے بہت سی مثالیں ہیں، آپ انہیں تلاش کر سکتے ہیں۔
var cfg = { // The object used to initialize chart settings (i.e. chart settings)
plotOptions: {
candlestick: {
color: '#d75442', // color value
upColor: '#6ba583' // color value
}
},
title: { text: 'Fisher Transform'}, //title
subtitle: {text: ''}, //sub-title
plotOptions: {
candlestick: {
tooltip: {
pointFormat:
'<span style="color:{point.color}">\u25CF</span> <b> {series.name}</b><br/>' +
'opening quotation: {point.open}<br/>' +
'the highest: {point.high}<br/>' +
'the lowest: {point.low}<br/>' +
'closing quotation: {point.close}<br/>'
}
}
},
yAxis: [{
title: {
text: 'K-line market'
},
height: '70%',
lineWidth: 1
}, {
title: {
text: 'Fisher Transform'
},
top: '75%',
height: '30%',
offset: 0,
lineWidth: 1
}],
series: [//series
{
type: 'candlestick',
yAxis: 0,
name: 'K-line',
id: 'KLine',
// Control the candle color with downward trend
color: 'green',
lineColor: 'green',
// Control the candle color with upward trend
upColor: 'red',
upLineColor: 'red',
data: []
},{
type: 'line', // Set the current data series type as line
yAxis: 1, // The y-axis used as the y-axis with the index of 0 (a highcharts chart can have multiple y-axes, and the y-axis with the index of 0 is specified here)
showInLegend: true, //
name: 'fish', // Set it according to the parameter label passed in by the function
lineWidth: 1,
data: [], // Data items of data series
tooltip: { // Tooltip
valueDecimals: 2 // The decimal point of the value is reserved for 5 digits
}
},{
type: 'line', // Set the current data series type as line
yAxis: 1, // The y-axis used as the y-axis with the index of 0 (a highcharts chart can have multiple y-axes, and the y-axis with the index of 0 is specified here)
showInLegend: true, //
name: 'preFish', // Set it according to the parameter label passed in by the function
lineWidth: 1,
data: [], // Data items of data series
tooltip: { // Tooltip
valueDecimals: 2 // The decimal point of the value is reserved for 5 digits
}
}
]
}
var chart = Chart(cfg)
function main() {
var ts = 0
chart.reset()
while (true) {
var r = exchange.GetRecords()
var fisher = calcFisher(r, 0.33, 10)
if (!r || !fisher) {
Sleep(500)
continue
}
for (var i = 0; i < r.length; i++){
if (ts == r[i].Time) {
chart.add([0,[r[i].Time, r[i].Open, r[i].High, r[i].Low, r[i].Close], -1])
chart.add([1,[r[i].Time, fisher[i]], -1])
if (i - 1 >= 0) {
chart.add([2,[r[i].Time, fisher[i - 1]], -1])
}
}else if (ts < r[i].Time) {
chart.add([0,[r[i].Time, r[i].Open, r[i].High, r[i].Low, r[i].Close]])
chart.add([1,[r[i].Time, fisher[i]]])
if (i - 1 >= 0) {
chart.add([2,[r[i].Time, fisher[i - 1]]])
}
ts = r[i].Time
}
}
}
}
تو یہ FMZ پر ڈیٹا، ڈسپلے چارٹ اور ڈیزائن کی حکمت عملی کا مطالعہ کرنے کے لئے بہت آسان ہے. یہاں ہم نے صرف ایک مثال دکھائی ہے، آپ سب کو ایک پیغام چھوڑنے کے لئے خوش آمدید ہیں.