Search

Categories

Show

Help

Search Results

Searching for entries matching gaussian, looking in keywords for any words
Found 2 matching entries

Entries

Gaussian Filter (amaGaussianFilter)

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

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

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