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PCRiSlowIFT - Slow Put/Call Ratio Inverse Fisher Transform



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.


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.


See TASC 2011-11, Put/Call Ratio Indicators (Vervoort)

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