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Fisher Volume Transform | AlphaNatt

Fisher Volume Transform | AlphaNatt
A powerful oscillator that applies the Fisher Transform - converting price into a Gaussian normal distribution - while incorporating volume weighting to identify high-probability reversal points with institutional participation.
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🎲 THE MATHEMATICS
Fisher Transform Formula:
The Fisher Transform converts any bounded dataset into a Gaussian distribution:
Where x is normalized price (-1 to 1 range)
Why This Matters:
Volume Integration:
Unlike standard Fisher Transform, this version weights price by relative volume:
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💎 KEY ADVANTAGES
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⚙️ SETTINGS OPTIMIZATION
Fisher Period (5-30):
Volume Weight (0.1-1.0):
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📊 TRADING SIGNALS
Primary Signals:
Visual Interpretation:
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🎯 OPTIMAL USAGE
Best Market Conditions:
Trading Strategies:
1. Extreme Reversal:
Enter when oscillator exceeds ±75 and reverses
2. Zero Line Momentum:
Trade crosses of zero line with volume confirmation
3. Signal Line Strategy:
Early entry on signal line crosses
4. Divergence Trading:
Price makes new high/low but Fisher doesn't
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Developed by AlphaNatt | Quantitative Trading Systems
Version: 1.0
Classification: Statistical Transform Oscillator
Not financial advice. Always DYOR.
A powerful oscillator that applies the Fisher Transform - converting price into a Gaussian normal distribution - while incorporating volume weighting to identify high-probability reversal points with institutional participation.
"The Fisher Transform reveals what statistics professors have known for decades: when you transform market data into a normal distribution, turning points become crystal clear."
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🎲 THE MATHEMATICS
Fisher Transform Formula:
The Fisher Transform converts any bounded dataset into a Gaussian distribution:
y = 0.5 × ln((1 + x) / (1 - x))
Where x is normalized price (-1 to 1 range)
Why This Matters:
- Market extremes become statistically identifiable
- Turning points are amplified and clarified
- Removes the skew from price distributions
- Creates nearly instantaneous signals at reversals
Volume Integration:
Unlike standard Fisher Transform, this version weights price by relative volume:
- High volume moves get more weight
- Low volume moves get filtered out
- Identifies institutional participation
- Reduces false signals from retail chop
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💎 KEY ADVANTAGES
- Statistical Edge: Transforms price into normal distribution where extremes are mathematically defined
- Volume Confirmation: Only signals with volume support
- Early Reversal Detection: Fisher Transform amplifies turning points
- Clean Signals: Gaussian distribution reduces noise
- No Lag: Mathematical transformation, not averaging
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⚙️ SETTINGS OPTIMIZATION
Fisher Period (5-30):
- 5-9: Very sensitive, many signals
- 10: Default - balanced sensitivity
- 15-20: Moderate smoothing
- 25-30: Major reversals only
Volume Weight (0.1-1.0):
- 0.1-0.3: Minimal volume influence
- 0.5-0.7: Balanced price/volume
- 0.7: Default - strong volume weight
- 0.8-1.0: Volume dominant
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📊 TRADING SIGNALS
Primary Signals:
- Zero Cross Up: Bullish momentum shift
- Zero Cross Down: Bearish momentum shift
- Signal Line Cross: Early reversal warning
- Extreme Readings (±75): Potential reversal zones
Visual Interpretation:
- Cyan zones: Bullish momentum
- Magenta zones: Bearish momentum
- Gradient intensity: Strength of move
- Histogram: Raw momentum power
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🎯 OPTIMAL USAGE
Best Market Conditions:
- Range-bound markets (reversals clear)
- High volume periods
- Major support/resistance levels
- Divergence hunting
Trading Strategies:
1. Extreme Reversal:
Enter when oscillator exceeds ±75 and reverses
2. Zero Line Momentum:
Trade crosses of zero line with volume confirmation
3. Signal Line Strategy:
Early entry on signal line crosses
4. Divergence Trading:
Price makes new high/low but Fisher doesn't
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Developed by AlphaNatt | Quantitative Trading Systems
Version: 1.0
Classification: Statistical Transform Oscillator
Not financial advice. Always DYOR.
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这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
开源脚本
本着TradingView的真正精神,此脚本的创建者将其开源,以便交易者可以查看和验证其功能。向作者致敬!虽然您可以免费使用它,但请记住,重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。