PCRiFast - Fast Put/Call Ratio Indicator

Modified on 2011/11/09 22:16 by Administrator — Categorized as: TASCIndicators

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)