[GH-158] Gaussian Fisher Transform Price Reversals #159
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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
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## master #159 +/- ##
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- Coverage 98.11% 97.72% -0.39%
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- Misses 16 20 +4
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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:
Examples:
df['ftr']returns the FTR with window 9df['ftr_20']returns the FTR with window 20