I would like to propose the following Daily Strategy on the Dax based on the Fisher Transform for any changes or opinions.

The Fisher Transform, with its rather complex mathematical formula, aims to create a function similar to a Gaussian probability density function. In this way, a very simple tool such as price is transformed into a technical indicator able to provide “extreme” signals to be exploited tactically.

the spread used is 1 tick

I left activated the cumulative functions, but they can be deactivated.

the system, as you can see, work on the stop and reverse of the fisher, almost always referring to the market.

DEFPARAM CumulateOrders = TRUE // Posizioni cumulate attivate

LEN=13

IF BARINDEX < len THEN

 value1 = 0
 fish = 0

ELSE

 MaxH = Highest[len](TypicalPrice)
 MinL = Lowest[len](TypicalPrice)
 Value1 = ( (TypicalPrice - MinL)/(MaxH - MinL) - .5) + .67 * Value1

 If Value1 > .99 then
  Value1 = .999
 ENDIF

 If Value1 < -.99 then
  Value1 = -.999
 ENDIF

 Fish = 0.5*Log((1 + Value1)/(1 - Value1)) + .5 * Fish

 a=5
 b=-5



ENDIF

IF fish CROSSES OVER b  THEN
 BUY 1 CONTRACT AT MARKET
ENDIF


IF fish CROSSES UNDER A THEN
 SELLSHORT 1 CONTRACT AT MARKET
ENDIF