InverseFisherStoch

Modified on 2011/11/09 22:06 by Administrator — Categorized as: TASCIndicators

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)