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Gaussian Filter
Exported using NT Version 7.0.1000.11
This is Gaussian Filter, as described by John F. Ehlers in his publication "Gaussian and other Low Lag Filters". The number of poles can be selected between 1 and 4.
The chart shows that the 1 pole filter (yellow) gives a better approximation for price, while the 4 pole filter (blue) offers superior smoothing.
Update October 1, 2012: Small bug removed. Indicator will now correctly display when a period of 1 is selected.
Category
NinjaTrader 7 Indicators
Details:
Gaussian Filter
Category:
NinjaTrader 7 Indicators
October 1st, 2012
Size: 2.25 KB
Downloaded: 1158 times
Keywords:
gaussian
movingaverage
signalprocessing
824
Fat Tails
Comments/ratings
meganer
October 2nd, 2012 11:50 AM
No Comment
bamawthu
March 30th, 2013 12:12 PM
No Comment
jlwade123
July 13th, 2014 08:00 AM
No Comment
bearman12
November 22nd, 2014 11:44 AM
Great for giving confirmation of the crossover of a moving average. Say you 20 sma, clearer picture of when to enter.
JadeL
October 6th, 2020 11:30 AM
No Comment
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