QF fisher is based on John Ehler's fisher transform which converts prices into a Gaussian normal distribution. Its usefulness is in identifying overbought and oversold levels and due to its sharp reversals it provides fast divergences with high accuracy.
QF Fisher is calculated using adaptive period to work on multiple timeframes.
QF Fisher is calculated using adaptive period to work on multiple timeframes.
リリースノート:
- Updated interface
- Improved parameters