Article Archive For Keyword:
filters by John
AUTHOR: John F. EhlersDATE: MAR 1989
Nonlinear Ehlers Filters by John F. Ehlers
ARTICLE SYNOPSIS...What If Linear Filters Won't Work For Your Tradable?
Nonlinear Ehlers Filters
Linear filters like moving averages
are great for slow, "stationary" data.
Unfortunately, prices aren't slow or
stationary.
By John Ehlers
The most common filters
that trade
AUTHOR: John F. EhlersDATE: APR 2001
Optimum Predictive Filters by John F. Ehlers
ARTICLE SYNOPSIS...V13:06: (247-251):Optimum Predictive Filters by John F. Ehlers
The optimum predictive filter is the difference between a technical indicator, such as the relative strength indicator or stochastics, and its exponential moving
average. Here, we describe i
AUTHOR: John F. EhlersDATE: JUN 1995