add generic fishers inverse transformation with smoothing
This commit is contained in:
@@ -4,7 +4,7 @@ import talib.abstract as ta
|
||||
from pandas import DataFrame
|
||||
import freqtrade.vendor.qtpylib.indicators as qtpylib
|
||||
from freqtrade.strategy.interface import IStrategy
|
||||
|
||||
from freqtrade.indicator_helpers import fishers_inverse
|
||||
|
||||
class_name = 'DefaultStrategy'
|
||||
|
||||
@@ -76,8 +76,8 @@ class DefaultStrategy(IStrategy):
|
||||
dataframe['rsi'] = ta.RSI(dataframe)
|
||||
"""
|
||||
# Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
|
||||
rsi = 0.1 * (dataframe['rsi'] - 50)
|
||||
dataframe['fisher_rsi'] = (numpy.exp(2 * rsi) - 1) / (numpy.exp(2 * rsi) + 1)
|
||||
dataframe['fisher_rsi'] = fishers_inverse(dataframe['rsi'])
|
||||
|
||||
# Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
|
||||
dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
|
||||
# Stoch
|
||||
|
Reference in New Issue
Block a user