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Description
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:
Formular:
- Fisher Transform = 0.5 * ln((1 + X) / (1 - X))
- X is a series whose values are between -1 to 1
Examples:
df['ftr']returns the FTR with window 9df['ftr_20']returns the FTR with window 20
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