NinjaTrader 8 Indicators and More - Gaussian Filter (amaGaussianFilter)
futures io futures trading


Categories Help    

NinjaTrader 8 Indicators and More
Indicators and Files in this section are compatible with NinjaTrader 8


Entries
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 
 
Suggest other entries I might like
Details: Gaussian Filter (amaGaussianFilter)
Category: NinjaTrader 8 Indicators and More 


September 5th, 2017
Size: 2.84 KB
Downloaded: 373 times

Keywords: filter gaussian iir movingaverage
 


 
Category
 



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.