RecursiveMedian

Modified on 2018/01/31 09:40 by Eugene — Categorized as: TASCIndicators

Syntax

public RMF(DataSeries ds, int LPPeriod, int MedianPeriod, string description)
public static RMF Series(DataSeries ds, int LPPeriod, int MedianPeriod)

public RMO(DataSeries ds, int LPPeriod, int HPPeriod, int MedianPeriod, string description)
public static RMO Series(DataSeries ds, int LPPeriod, int HPPeriod, int MedianPeriod)

Parameter Description

dsDataSeries e.g. Close
LPPeriodLow-pass period
HPPeriodHigh-pass period (RMO)
MedianPeriodMedian period

Description

The two indicators are created by John F. Ehlers. The Recursive Median Filter ignores the spiking types of the price noise. The Recursive Median Osclillator has less lag and a faster response to the larger moves in the price data.

Example

Please refer to March 2018 Traders' Tip article's code in Stocks and Commodities Magazine.