Fisher Transform

Reshapes prices into a nearly Gaussian distribution by locating each bar's midpoint within the recent high-low range, turning reversals into sharp peaks and troughs around the zero line. The prior bar's value doubles as the classic signal line.

Live Demo

Pick a market regime to see how Fisher Transform(10) reacts:

Usage

import {FisherTransform} from 'trading-signals';
 
// FisherTransform yields results once 10 inputs have been added
const fisherTransform = new FisherTransform(10);