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EhlersNET (Noise Elimination Technology)

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Syntax

public NET(DataSeries ds, int rsiLength, int netLength, string description)

public static NET Series(DataSeries ds, int rsiLength, int netLength)

Parameter Description

dsA DataSeries object
rsiLengthMyRSI Lookback period
netLengthNoise Elimination Technology lookback period

Description

Featured in John Ehlers' article from December 2020 issue of Technical Analysis of Stocks & Commodities magazine, the NET (Noise Elimination Technology) oscillator uses Kendall rank correlation helps reduce indicator noise in an RSI-like oscillator.

Example

Please refer to TASC December 2020 issue, "Noise Elimination Technology (Ehlers)".

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