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Quotient Transform



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.


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