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thinkorswim Smoothed RSI Inverse Fisher Transform 11/28/10

Sylvain Vervoort’s smoothed RSI Inverse Fisher Transform.

  1. Eric Purdy
    Sylvain Vervoort’s Smoothed RSI Inverse Fisher Transform, as presented in his article in the October 2010 Stocks and Commodities Magazine, begins by smoothing the price curve with the “rainbow” weighted moving average. This smoothed price curve is used to calculate an RSI, which is then smoothed with the Vervoort zero-lag exponential moving average. The resulting curve is then transformed with an inverse Fisher filter.
    Fisher suggests that a breakout above 12 indicates buying opportunities and a breakdown below 88 indicates selling opportunities. These opportunities should then be studied in the context of a slow stochastic and Vervoort’s ARSI indicator. SRSIIFT.png

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  1. umie1966
    umie1966
    5/5,
    Version: 11/28/10
    Luv this!!!