RoofingFilter

RSS

Syntax

public RoofingFilter(DataSeries ds, string description): base(ds, description)
public static RoofingFilterSeries (DataSeries ds)

Parameter Description

ds	DataSeries used to build Roofing Filter

Description

Created by John Ehlers (see article in January 2014 issue of Stocks and Commodities Magazine), the roofing filter removes the effect of spectral dilation and helps create oscillators having a nearly zero mean.";

Example

Please refer to TASC January 2014 issue, "Predictive Indicators For Effective Trading Strategies (Ehlers)".

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