Implement Fisher Transform Strategy · Issue #346 · cinar/indicator · GitHub
Skip to content

Implement Fisher Transform Strategy #346

Open

Description

@cinar

Implement the Fisher Transform trading strategy using the existing momentum.Fisher indicator.

Location: strategy/momentum/fisher_strategy.go

Strategy Rules:

  • Buy Action: Fisher Transform value crosses above its signal line (which is a 1-period lagged Fisher value).
  • Sell Action: Fisher Transform value crosses below its signal line.
  • Hold Action: Otherwise.

Implementation Details:

  • Follow the strategy.Strategy interface.
  • Use momentum.NewFisher() or allow custom parameters.
  • Provide unit tests with historical data in strategy/momentum/testdata/fisher_strategy.csv.
  • Ensure 100% test coverage.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Metadata

Metadata

Assignees

No one assigned

    Labels

    Projects

    No projects

      Milestone

      No milestone

      Relationships

      None yet

      Development

      No branches or pull requests

      Issue actions