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[GH-158] Gaussian Fisher Transform Price Reversals #159

Merged
merged 1 commit into from
Jun 24, 2023
Merged

[GH-158] Gaussian Fisher Transform Price Reversals #159

merged 1 commit into from
Jun 24, 2023

Commits on Jun 24, 2023

  1. [GH-158] Gaussian Fisher Transform Price Reversals 

    The Gaussian Fisher Transform Price Reversals indicator, dubbed
FTR for short, is a stat based price reversal detection indicator
inspired by and based on the work of the electrical engineer
now private trader John F. Ehlers.

https://www.tradingview.com/script/ajZT2tZo-Gaussian-Fisher-Transform-Price-Reversals-FTR/

Implementation reference:

https://github.com/twopirllc/pandas-ta/blob/084dbe1c4b76082f383fa3029270ea9ac35e4dc7/pandas_ta/momentum/fisher.py#L9

Formular:
* Fisher Transform = 0.5 * ln((1 + X) / (1 - X))
* X is a series whose values are between -1 to 1

Examples:
* `df['ftr']` returns the FTR with window 9
* `df['ftr_20']` returns the FTR with window 20
    @jealous
    jealous committed Jun 24, 2023
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