# Ehlers Early Onset Trend

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In his article in this issue, “The Quotient             Transform,” author John Ehlers introduces the quotient             transform (QT), a zero-lag filter that can be used for the purpose of timely trend detection. The QT is an advancement of the technique he presented in his January 2014 S&C article, “Predictive And Successful Indicators.” This time, the output of a roofing filter (which includes applying a high-pass filter and SuperSmoother filter) is normalized.
Pinescript code Glaz and LazyBear
//By Glaz and LazyBear
study(title="Ehlers Early Onset Trend",shorttitle="EOT")
Period=input(20)
Q1=input(0.8)
Q2=input(0.4)

Quotient(LPPeriod, K)=>
PI = 3.1415926
angle = 0.707 * 2 * PI / 100
alpha1 = ( cos( angle ) + sin( angle ) - 1 ) / cos( angle )

a1 = exp( -1.414 * PI / LPPeriod )
b1 = 2 * a1 * cos( 1.414 * PI / LPPeriod )
c2 = b1
c3 = -a1 * a1
c1 = 1 - c2 - c3

HP= pow((1-alpha1/2),2)*(close - (2*close[1]) + close[2]) + 2*(1-alpha1)*nz(HP[1]) - pow((1-alpha1),2)* nz(HP[2])
Filt= c1 * (HP + nz(HP[1]))/2 + c2*nz(Filt[1]) + c3*nz(Filt[2])
Pk= iff(abs(Filt) >  0.991 *nz(Pk[1]), abs(Filt), 0.991 * nz(Pk[1]))
X = nz(Filt / Pk)

q=( X + K ) / ( K * X + 1 )

plot(Quotient( Period, Q1 ),color=red)
plot(Quotient( Period, Q2 ),color=aqua)
hline(0)
This indicator looked good on first impression. But it failed my test. I dislike indicators which show strong divergences against the actual price in the wrong direction for far too