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Gaussian Filter (amaGaussianFilter) 5 *
Version 1.1 September 5, 2017

Gaussian Filter as described by John Ehlers in his paper "Gaussian and Other Low Lag Filters".

https://www.mesasoftware.com/papers/GaussianFilters.pdf

You may set the number of poles in the filter to 1,2,3 or 4. A 1-pole filter will have a better approximation to price, whereas the 4-pole filter has superior smoothing.

To emulate the original Gaussian filter presented by John F. Ehlers, please select the PriceType "Median" as Input Series.


Category NinjaTrader 8 Indicators and More 
 
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Details: Gaussian Filter (amaGaussianFilter)
Category: NinjaTrader 8 Indicators and More 


September 5th, 2017
Size: 2.84 KB
Downloaded: 473 times

Keywords: filter gaussian iir movingaverage
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5 * renvik September 11th, 2017 10:53 PM
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