Gaussian smooth
Gaussian smooth of price. Colour telling the momentum bending (= second diff). Port of mq4 indicator.
Tip jar: 165PuWddQdWynFf3fmNi6tVCG6gWf4usKG. Thank you.
Tip jar: 165PuWddQdWynFf3fmNi6tVCG6gWf4usKG. Thank you.
//@version=2
study(title="Gaussian smooth", shorttitle="GSmooth", overlay=true)
p = input(100, minval=1, title="Length")
price = input(close, title="Source")
pi=3.1415926535
w=2*pi/p
beta = (1 - cos(w))/(pow(1.414,2.0/3) - 1)
alfa = -beta + sqrt(beta*beta + 2*beta)
ret= pow(alfa,4)*price+4*(1-alfa)*nz(ret[1])-6*pow(1-alfa,2)*nz(ret[2])+4*pow(1-alfa,3)*nz(ret[3])-pow(1-alfa,4)*nz(ret[4])
diff2 = nz(ret[1]) - nz(ret[2]) - (nz(ret[2]) - nz(ret[3]) ) > 0
c= if diff2 > 0
blue
else
red
plot(ret, color=c, title="MA")
