enable stochastic and fisherRSI in default strategy

This commit is contained in:
Janne Sinivirta 2018-02-14 13:01:30 +02:00
parent 340ab0214b
commit 459611516c
1 changed files with 3 additions and 2 deletions

View File

@ -74,17 +74,18 @@ class DefaultStrategy(IStrategy):
"""
# RSI
dataframe['rsi'] = ta.RSI(dataframe)
"""
# Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
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
stoch = ta.STOCH(dataframe)
dataframe['slowd'] = stoch['slowd']
dataframe['slowk'] = stoch['slowk']
"""
# Stoch fast
stoch_fast = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch_fast['fastd']