NinjaTrader 7 Indicators - Gaussian Filter
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NinjaTrader 7 Indicators
Indicators in this section are compatible with NinjaTrader 7

Gaussian Filter 5 *
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 
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Details: Gaussian Filter
Category: NinjaTrader 7 Indicators 

October 1st, 2012
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Keywords: gaussian movingaverage signalprocessing


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