D_DSP (Detrended Synthetic Price )

25 มิ.ย. 2014

Detrended Synthetic Price is a function that is in phase with the
dominant cycle of real price data. This DSP is computed by subtracting
a half-cycle exponential moving average (EMA) from the quarter cycle
exponential moving average.

See "MESA and Trading Market Cycles" by John Ehlers pages 64 - 70.