The Ehler's Distant Coefficient Filter is a non-linear filter that filters out non-stationary data. The filter can be considered a technique of finding weighted average of the median price data: its calculation mechanism assigns weights to the bars according to the median prices and recent price changes.

Input Parameters

Parameter Description
length The number of bars used to calculate the filter.


Plot Description
Ehlers The Ehler's Distant Coefficient Filter.


*For illustrative purposes only. Not a recommendation of a specific security or investment strategy.

  Past performance is no guarantee of future performance.