Inverse Fisher Transform on SMI

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Pine Script

//@version=3
// author KIVANC @fr3762 on twitter
// creator John EHLERS
// 
study("Inverse Fisher Transform on SMI", shorttitle="IFTSMI")
SMIL = input(5, "Stochastic Momentum length", minval=1)
wmalength=input(9, title="Smoothing length")
IEMA = input(3, "Inner EMA length", minval=1)
OEMA = input(3, "Outer EMA length", minval=1)
// SM calculation
LLow = lowest (low, SMIL)
HHigh = highest (high, SMIL)
SM = close - 0.5*(HHigh+LLow)
// SMI calculations
avgsm = ema(ema(SM, IEMA), OEMA)
diff = HHigh - LLow
avgdiff = ema(ema(diff, IEMA), OEMA)
SMI = avgdiff != 0 ? 100*(avgsm/(0.5*avgdiff)) : 0
v1=0.1*(SMI)
v2=wma(v1, wmalength)
INV=(exp(2*v2)-1)/(exp(2*v2)+1)
plot(INV, color=black, linewidth=2)
hline(0.5, color=red)
hline(-0.5, color=green)

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