stock indicatorsfor .NET

Ehlers Fisher Transform ​

Created by John Ehlers, the Fisher Transform converts prices into a Gaussian normal distribution. [Discuss] 💬

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csharp
// C# usage syntax
IReadOnlyList<FisherTransformResult> results =
  bars.ToFisherTransform(lookbackPeriods);

Parameters ​

paramdescription
lookbackPeriods
int		Number of periods (N) in the lookback window. Must be greater than 0. Default is 10.

Historical price bars requirements ​

You must have at least N periods of bars to cover the warmup and convergence periods.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response ​

csharp
IReadOnlyList<FisherTransformResult>
  • This method returns a time series of all available indicator values for the bars provided.
  • It always returns the same number of elements as there are in the historical price bars.
  • It does not return a single incremental indicator value.

🚩 ⚞ Convergence warning

The first N+15 warmup periods will have unusable decreasing magnitude, convergence-related precision errors that can be as high as ~25% deviation in earlier indicator values.

FisherTransformResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
Fisher
double		Fisher Transform
Trigger
double?		FT offset by one period

Utilities ​

For pruning of warmup periods, we recommend using the following guidelines:

csharp
bars.ToFisherTransform(lookbackPeriods)
  .RemoveWarmupPeriods(lookbackPeriods+15);

See Utilities and helpers for more information.

Chaining ​

This indicator may be generated from any chain-enabled indicator or method.

csharp
// example
var results = bars
    .Use(CandlePart.HL2)
    .ToFisherTransform(..);

Results can be further processed on Alma with additional chain-enabled indicators.

csharp
// example
var results = bars
    .ToFisherTransform(..)
    .ToRsi(..);

See Chaining indicators for more.

Streaming ​

Use the buffer-style List<T> when you need incremental calculations without a hub:

csharp
FisherTransformList fisherList = new(lookbackPeriods);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => fisherList.Add(bar);

// based on `ICollection<FisherTransformResult>`; fills as the handler runs
IReadOnlyList<FisherTransformResult> results = fisherList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
FisherTransformHub observer = barHub.ToFisherTransformHub(lookbackPeriods);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => barHub.Add(bar);

// results fill as the handler runs
IReadOnlyList<FisherTransformResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.