PCRiSlowIFT - Slow Put/Call Ratio Inverse Fisher Transform

Modified on 2011/11/09 22:30 by Administrator — Categorized as: TASCIndicators

Syntax

public PCRiSlowIFT(DataSeries pcr, int rainbowPeriod, int wmaSmoothingPeriod, int rsiPeriod, string description)
public static PCRiSlowIFT Series(DataSeries pcr, int rainbowPeriod, int wmaSmoothingPeriod, int rsiPeriod)

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.
rsiPeriod	The RSI period used to smooth the RSI applied to the smoothed Rainbow calculation.

Description

PCRiSlowIFT is the Slow Put/Call Ratio indicator Inverse Fisher Transform 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)