Syntax
public RMF(DataSeries ds, int LPPeriod, int MedianPeriod, string description)
public static RMF Series(DataSeries ds, int LPPeriod, int MedianPeriod)
public RMO(DataSeries ds, int LPPeriod, int HPPeriod, int MedianPeriod, string description)
public static RMO Series(DataSeries ds, int LPPeriod, int HPPeriod, int MedianPeriod)Parameter Description
| ds | DataSeries e.g. Close |
| LPPeriod | Low-pass period |
| HPPeriod | High-pass period (RMO) |
| MedianPeriod | Median period |
Description
The two indicators are created by John F. Ehlers. The Recursive Median Filter ignores the spiking types of the price noise. The Recursive Median Osclillator has less lag and a faster response to the larger moves in the price data.
Example
Please refer to
March 2018 Traders' Tip article's code in Stocks and Commodities Magazine.