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Description
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.Strategyinterface. - Use
momentum.NewFisher()or allow custom parameters. - Provide unit tests with historical data in
strategy/momentum/testdata/fisher_strategy.csv. - Ensure 100% test coverage.
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