NinjaTrader 8 Indicators and More - Gaussian Filter (amaGaussianFilter)
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NinjaTrader 8 Indicators and More
Indicators and Files in this section are compatible with NinjaTrader 8

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".

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.

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

September 5th, 2017
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Keywords: filter gaussian iir movingaverage


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