Wealth-Lab Wiki

API ChartStyles Community Components Community Indicators IndexDefinitions Knowledge Base Misc Optimizers Pending Deletion PosSizers Providers Standard Indicators TASC Traders Tips TASCIndicators Tutorial Videos Visualizers
RSS

Navigation


Quick Search
»
Advanced Search »


InverseFisherStoch

RSS

Syntax

public InverseFisherStoch(WealthLab.DataSeries ds, int stochPeriod, int smoothingPeriod, string description)
public static InverseFisherStoch Series(WealthLab.DataSeries ds, int stochPeriod, int smoothingPeriod)

Parameter Description

ds DataSeries for the InverseFisherStoch calculation
rsiPeriod The stochastic period used in the InverseFisherStoch calculation.
smoothPeriod The stochastic smoothing period used in the InverseFisherStoch calculation.

Description

InverseFisherStoch by Sylvain Vervoort from the December 2011 issue of Stocks & Commodities magazine. Mr. Vervoort suggests that the indicator is profitable on its own using the following rules, but that the analyst look for manual technical analysis “trading signals” from the combination of the P/C ratio indicators (PCRiFast and PCRiSlow), a stochastic oscillator (PCRiSlowIFT) and the InverseFisherStoch indicator.

  • Buy long rule: InverseFisherStoch cross above 30.
  • Close long rule: InverseFisherStoch cross below 60.
  • Sell short rule: InverseFisherStoch cross below 60 AND Closing price < 165 days simple average.
  • Close short rule: InverseFisherStoch cross above 30.

Example

See TASC 2011-12, Stoch IFT Strategy (Vervoot)

Important Disclaimer: The information provided by Wealth-Lab is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.  The owner of Wealth-Lab.com assumes no liability resulting from the use of the material contained herein for investment purposes. By using this web site, you agree to the terms of this disclaimer and our Terms of Use.

Used under license from FMR Corp. Copyright 2008 FMR Corp. All rights reserved.


ScrewTurn Wiki. Some of the icons created by FamFamFam.