Forum: NinjaTrader
March 11th, 2011, 12:00 PM
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Replies: 16
Views: 12,562
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Forum: NinjaTrader
March 10th, 2011, 11:54 AM
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Replies: 16
Views: 12,562
Fisher Transform
I have backtested it for US equities. As the indicator is based on price distribution (pdf), it does a good job in finding cyclical turning points. It is also less sensitive to the lookback period...
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Forum: NinjaTrader
March 9th, 2011, 11:52 PM
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Replies: 16
Views: 12,562
Fisher Transform
It appears from my backtesting/optimization with Fisher Transform that it works better with daily bars (lookback periods of 5 to 10) than with intraday bars. Perhaps John Ehlers had designed the...
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