The critical period of the Highpass Filter applied to Recursive Median Filter output. Data with wavelengths shorter than this will be passed, longer wavelengths will be eliminated. The critical period of the Recursive Median Filter. The resulting oscillator is said to lag less and respond faster to larger price moves. The output data is then run through the Highpass Filter to remove constant and very long wavelength components. The price data is initially smoothed out by the Recursive Median Filter to reduce impulsive value spikes and reject data wavelengths that are greater than the critical value. The Recursive Median Oscillator is a data analysis technique that combines two filters: the Recursive Median Filter and the Highpass Filter.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |