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)