Wealth-Lab Wiki

API ChartStyles Community Components Community Indicators IndexDefinitions Knowledge Base Misc Optimizers Pending Deletion PosSizers Providers Standard Indicators TASC Traders Tips TASCIndicators Tutorial Videos Visualizers


Quick Search
Advanced Search »




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


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.


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

Important Disclaimer: The information provided by Wealth-Lab is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.  The owner of Wealth-Lab.com assumes no liability resulting from the use of the material contained herein for investment purposes. By using this web site, you agree to the terms of this disclaimer and our Terms of Use.

ScrewTurn Wiki. Some of the icons created by FamFamFam.