Quotient Transform

Modified on 2014/06/27 08:05 by Eugene — Categorized as: TASCIndicators


public QuotientTransform(DataSeries ds, int LPPeriod, double K, string description)

public static QuotientTransform Series(DataSeries ds, int LPPeriod, double K)

Parameter Description

dsA DataSeries used to build QuotientTransform (e.g. Close)
LPPeriodLow-pass period
KQuotient K


Created by John Ehlers (see article in August 2014 issue of Stocks and Commodities Magazine), the Quotient Transform is a zero lag filter that can be used to provide an early-onset identification of a trend.