Toast the ancho chiles in a dry skillet, then de-seed and re-hydrate in hot water for 10 minutes.
Roast the tomatoes. Grind with onions, garlic, parsley leaves, spices, and ancho chiles.
Add chopped olives, capers, jalapeƱo chiles cut into strips, sherry, oil, vinegar, salt and pepper.
In a large saucepan, heat some oil. Place pieces of fish in the pan, add the sauce, and cover the pan.
Cook over a medium-high heat for 20 minutes, taking care to stir periodically to avoid sticking. Serve while very hot.