Cyber8_FisherRVI

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This is the Fisher Stochastic Relative Vigor Index (Fisher RVI) indicator described in Chapter 8.  Ehlers adds the Fisher Transform to the Relative Vigor Index indicator from Chapter 6 to produce sharper, better defined entry and exit signals.  This indicator may be combined with the Cyber8_FisherRVITrigger indicator to create a trading system.

 

Open = defaults to Open as described in the book

High = defaults to High as described in the book

Low = defaults to Low as described in the book

Close = defaults to Close as described in the book

Length = defaults to 8 as described in the book

 

For more information on this indicator, refer to Chapter 8 of "Cybernetic Analysis for Stocks and Futures" by John Ehlers, Publisher: John Wiley & Sons; (March 19, 2004), ISBN: 0471463078.