EC

Modified on 2010/10/22 17:30 by Eugene — Categorized as: TASCIndicators

Syntax

public EC(DataSeries ds, int Length, int GainLimit, string description) : base(ds, description)

Parameter Description

dsSource DataSeries
LengthThe length of the equivalent SMA
GainLimitGain 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).