Zachary.Zorian
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Fisher Transform on Dow Jones 30 index

DJ:DJI   道琼斯工业平均指数
59 4 0
Quite good recognition of the DJ30 market as per Fisher Transform 9 periods
despite sharp drop in indicator the market has not fallen?
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If you have Metastock, then please run the optimization test for Fisher Transform.

Buy:
len:=opt1; pr:=(H+L)/2; maxh:=HHV(pr,len); minl:=LLV(pr,len);val1:=.33*2*((pr-minl)/(maxh-minl)-.5)+.67*PREV; value1:=If(val1>.99,.999,If(val1<-.99,-.999,val1)); fish:=.5*Log((1+value1)/(1-value1))+.5*PREV; fish>Ref(fish,-opt2)

Sell:
len:=opt1; pr:=(H+L)/2; maxh:=HHV(pr,len); minl:=LLV(pr,len);val1:=.33*2*((pr-minl)/(maxh-minl)-.5)+.67*PREV; value1:=If(val1>.99,.999,If(val1<-.99,-.999,val1)); fish:=.5*Log((1+value1)/(1-value1))+.5*PREV; fish<Ref(fish,-opt2)

For the best results FT(9) should have been delayed 24 periods. In Tradingview there are no such possibilities on the chart.

Please look at that :

Performance
Profit 5172.2715 Pts

Buy & Hold Profit 2388.5811 Pts

Trade Summary
Total Trades 14
Trade Efficiency 27.91 %

Profitable Trades
Total 8
Long 5
Short 3

Average Profit 756.8945 Pts
Highest Profit 1706.6289 Pts
Lowest Profit 279.9902 Pts
Most Consecutive 7


Unprofitable Trades
Total 6
Long 2
Short 4

Average Loss -147.1475 Pts
Highest Loss -449.7695 Pts
Lowest Loss -22.1113 Pts
Most Consecutive 5


Performance Indices
Buy & Hold Index 116.54 %
Profit/Loss Index 85.42 %
Reward/Risk Index 100.00 %


Accounting
Initial Equity 0.0000 Pts
Trade Profit 6055.1563 Pts
Trade Loss -882.8848 Pts
Commissions 14.0000 Pts
Interest Credited 0.0000 Pts
Interest Charged 0.0000 Pts
Final Equity 5172.2715 Pts

Account Variation
Highest Account Balance 5962.4668 Pts
Lowest Account Balance 0.0000 Pts
Highest Portfolio Value 1912.6602 Pts
Highest Open Drawdown 0.0000 Pts
Highest Closed Drawdown 0.0000 Pts


Profitable Timing
Average Trade Length 15
Longest Trade Length 37
Shortest Trade Length 4
Total Trade Length 127


Unprofitable Timing
Average Trade Length 15
Longest Trade Length 39
Shortest Trade Length 2
Total Trade Length

Can you present any better performance in 252 trading days (365) then I will be happy to hear.

Best
回复
Sachinsyd Zachary.Zorian
THanks but I dont use metastock. But will observe this indicator on my chart
回复
Make it in Excel and delay 24 periods. You can ask me anytime for optimization.
You can get your private page from domain ascot.pl

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