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Inverse Fisher Transform

Ehlers DSP oscillator ehlers normalization momentum

A compressive transform that forces oscillator values towards +1 or -1, creating clear buy/sell signals.

Usage

Apply to RSI or other oscillators to rescale them to a ±1 range with sharp threshold behaviour. Values near ±1 indicate high-confidence overbought/oversold conditions.

Background

The Inverse Fisher Transform maps input values to (-1, +1) via a hyperbolic tangent function. Ehlers uses it in Cybernetic Analysis to create oscillators whose output clusters near the extremes, making crossovers of fixed thresholds reliable trading signals.

Formula

\[ IFT(x) = \frac{e^{2x} - 1}{e^{2x} + 1} = \tanh(x) \]

Source