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.
Implement the Fisher Transform trading strategy using the existing
momentum.Fisherindicator.Location:
strategy/momentum/fisher_strategy.goStrategy Rules:
Implementation Details:
strategy.Strategyinterface.momentum.NewFisher()or allow custom parameters.strategy/momentum/testdata/fisher_strategy.csv.