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)".