EC
Modified on 2010/10/22 17:30 by Eugene — Categorized as: TASCIndicators
Syntax
public
EC(DataSeries ds,
int
Length,
int
GainLimit,
string
description) :
base
(ds, description)
Parameter Description
ds
Source DataSeries
Length
The length of the equivalent SMA
GainLimit
Gain limit
Description
The EC zero-lag filter by John Ehlers is a novel concept in adaptive techniques that applies a measured amount of error correction to create effective indicators. It was featured in the November 2010 issue of
Stocks & Commodities
magazine.
Calculation
See open source.
Example
For a trading system employing the EC filter, check out the associated Traders' Tip:
Zero-Lag EC Filter (Ehlers, Way)
.