Class FisherTransformRTIndicator

java.lang.Object
com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
com.wualabs.qtsurfer.engine.indicators.momentum.pro.FisherTransformRTIndicator
All Implemented Interfaces:
Resettable, RTIndicator
public class FisherTransformRTIndicator extends AbstractRTIndicator
Fisher Transform indicator with O(n) per-tick computation.

Converts price into a Gaussian normal distribution for sharper turning point signals: 

  normalized = 2 * (price - min) / (max - min) - 1   (clamped to [-0.999, 0.999])
  smoothed = alpha * normalized + (1 - alpha) * prevSmoothed
  fisher = 0.5 * ln((1 + smoothed) / (1 - smoothed))

Uses a rolling window to track max/min over the lookback period. EMA smoothing (alpha=0.33) is applied to the normalized value before the transform.

  • Constructor Details

    • FisherTransformRTIndicator

      public FisherTransformRTIndicator()

    • FisherTransformRTIndicator

      public FisherTransformRTIndicator(int periods)

  • Method Details

    • getPeriods

      public int getPeriods()

    • isReady

      public boolean isReady()
      Description copied from interface: RTIndicator
      Returns whether this indicator has received enough data to produce meaningful values.

      During the warmup period, RTIndicator.getValue() may return 0 or a partial estimate that should not be used for trading decisions. Once this method returns true, the indicator's output is statistically valid.

      The default implementation returns true for backward compatibility. Indicators with warmup requirements should override this method.

      For composite indicators (e.g. Bollinger Bands, MACD), readiness is determined by the slowest internal component.

      Returns:
      true if the indicator has completed its warmup period

    • reset

      public void reset()
      Specified by:
      reset in interface Resettable
      Overrides:
      reset in class AbstractRTIndicator

    • update

      public double update(double newValue)
      Specified by:
      update in interface RTIndicator
      Overrides:
      update in class AbstractRTIndicator