Syntax
public QuotientTransform(DataSeries ds, int LPPeriod, double K, string description)
public static QuotientTransform Series(DataSeries ds, int LPPeriod, double K)
Parameter Description
ds | A DataSeries used to build QuotientTransform (e.g. Close) |
LPPeriod | Low-pass period |
K | Quotient K |
Description
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.
Example