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).