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Pull request - ehlers fisher transform strategy #1554
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Strategy adapted from: https://www.tradingview.com/script/Q0eQz7ll-Fisher-Transform-Indicator-by-Ehlers-Strategy/
Author Notes:
pos = 1 indicates the fisher transform value for the period was ABOVE the previous period
pos = -1 indicates the fisher transform value for the period was BELOW the previous period
pos_length = 1 does default behavior from the original tradingview strategy.
If pos_length > 1, make sure pos_length number of previous periods have opposite pos values.
Sample sim command:
zenbot sim gdax.LTC-USD --strategy ehlers_ft --period_length 15m --days 3 --order_type maker --fish_pct_change 0 --length 10 --pos_length 1 --src HAohlc4 --min_periods 20