Syntax
public PCRiFast Series(DataSeries pcr, int rsiPeriod, int wmaPeriod, string description)
public static PCRiFast Series(DataSeries pcr, int rsiPeriod, int wmaPeriod)
Parameter Description
| pcr |
The Raw Put/Call Ratio from CBOE |
| rsiPeriod |
The rsi period used for the RSI that is applied to the Rainbow indicator (an intermediate calculation). |
| wmaPeriod |
The Weighted moving average period used to smooth the RSI applied to the Rainbow calculation. |
Description
PCRiFast is the Fast Put/Call Ratio indicator for Equities from the November 2011 issue of
TASC Magazine. Use the CBOE Provider to pass the raw Put/Call Ratio for Equities as the DataSeries input.
Example
See
TASC 2011-11, Put/Call Ratio Indicators (Vervoort)