PCRiSlow - Slow Put/Call Ratio Indicator
Syntax
public PCRiSlow(DataSeries pcr, int rainbowPeriod, int wmaSmoothingPeriod, string description)
public static PCRiSlow Series(DataSeries pcr, int rainbowPeriod, int wmaSmoothingPeriod)
Parameter Description
| pcr |
The Raw Put/Call Ratio from CBOE |
| rainbowPeriod |
The weighted moving average period used in the Rainbow indicator (an intermediate calculation). |
| wmaSmoothingPeriod |
The weighted moving average period used to smooth the Rainbow indicator prior to applying the RSI. |
Description
PCRiSlow is the Slow 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)