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PCRiSlow - Slow Put/Call Ratio Indicator

RSS
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)

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Used under license from FMR Corp. Copyright 2008 FMR Corp. All rights reserved.


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