double fisher system based on nmike system.
study(title='[RS]Double Fisher Transform V0', shorttitle='F', overlay=false) src = input(title='Source', type=source, defval=close) window01 = input(34) window02 = input(100) f_fisher(_src, _window)=> _h = highest(_src, _window) _l = lowest(_src, _window) _value0 = .66 * ((_src - _l) / max(_h - _l, .001) - .5) + .67 * nz(_value0[1]) _value1 = _value0 > .99 ? .999 : _value0 < -.99 ? -.999 : _value0 _fisher = .5 * log((1 + _value1) / max(1 - _value1, .001)) + .5 * nz(_fisher[1]) fish1 = f_fisher(src, window01) fish2 = f_fisher(src, window02) hline(0, color=black) plot(series=fish1, title='F', style=area, color=color(black, 50)) plot(series=fish2, title='S', style=area, color=fish2>0?color(green, 50):color(maroon, 50))