TradingView
capissimo
Aug 19, 2019 8:26 AM

Multifactor Inverse Fisher Strategy (ps4) 

Bitcoin / United States DollarCoinbase

描述

Best for higher time frames - 30m, 1H, 2H, 3H, 4H, D this strategy uses several factors that are pushed through an Inverse Fisher Transform (IFT). The higher the TF, the better the performance, up to 98%, but the number of deals tends to drop). Middle time frames (5m, 15m) look viable with Scaled Price (Scaled %P) and MFI factors. The factor list can be extended to include cci, stoch, rsi_stoch, emo, macd, cog, dpo, roc, accdist, cctbb, mom, awesome, tva, etc. Some of them need to be rescaled to a 0..100 interval. The IFT produces a value in the -1..1 interval (see: mesasoftware.com/papers/TheInverseFisherTransform.pdf). This indicator does NOT repaint.
评论
capissimo
Tested with BTCUSD.
MrGoldstoneBoson
It constantly opens and closes trades on the same candle, so totally impossible to back test
ramyar_h
Very practical indicator, thanks. Can I ask why it doesn't give any signals after January 2021?
capissimo
In the Forex (EURUSD, etc.) use Scaled %P factor. Performance there will be much lower, but can be adjusted with the provided parameters.
更多