jealous / stockstats

Supply a wrapper ``StockDataFrame`` based on the ``pandas.DataFrame`` with inline stock statistics/indicators support.
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Add Gaussian Fisher Transform Price Reversals indicator #158

Closed jealous closed 1 year ago

jealous commented 1 year ago

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: