gaussian

DonovanWall 閲覧 508 ・

This is an experimental study built on the concept of using roofing filters on price data proposed by John Ehlers. Roofing filters are a type of bandpass filter conventionally used in HF radio receivers in the first IF stage to limit the frequency spectrum passed on to later stages in the receiver. The goal in applying roofing filters to a price signal is to...

kviateq 閲覧 69 ・

A combination of Gaussian Smoothed MA's, ALMA's and WWMA's.

DonovanWall 閲覧 3551 ・

This study is an experiment utilizing the Ehlers Gaussian Filter technique combined with lag reduction techniques and true range to analyze trend activity. Gaussian filters, as Ehlers explains it, are simply exponential moving averages applied multiple times. First, beta and alpha are calculated based on the sampling period and number of poles specified. The...

bennef 閲覧 481 ・

The signals are based on the Gaussian Channel calculated by Donovan Wall. Thanks also to Kiasaki for Rate of Change code. Simply going long and short based on Gaussian channel was not consistent enough so I also included an MFI filter. We only go long if Money Flow Index is greater than the last candle (more money is flowing in than out). The opposite for short....

everget 閲覧 1101 ・

Gaussian Filter script. This indicator was described by John F. Ehlers in his book "Rocket Science for Traders" (2001, Chapter 15: Infinite Impulse Response Filters).

NGBaltic 閲覧 1241 ・

When smoothing data there is always a trade-off between lag and removal of noise. Gaussian filter has a consistently low lag and a very smooth curve. This filter works for poles higher than the 4 (usual usage). Mathematically maximum poles is 15 after which coefficients are too high to see any difference. By tuning Lag and number of Poles you can achieve a very...

kviateq 閲覧 224 ・

Gaussian Smoothed Moving Average Fan using Fibonacci numbers

NGBaltic 閲覧 907 ・

Collection of some of the best moving averages. I've tried to collect them all but TV became so slow, that it was completely unusable. So i left only those that performs best on various backtest systems.

jjaskulowski 閲覧 1454 ・

Gaussian smooth of price. Colour telling the momentum bending (= second diff). Port of mq4 indicator. Tip jar: 165PuWddQdWynFf3fmNi6tVCG6gWf4usKG. Thank you.

CosmonautCalls 閲覧 344 ・

With 4 Moving averages options, length input and source input this script will help you test so you can find the best moving average type and length according to the gaussian distribution theory. Gaussian Distribution Theory: 68% of all data points fit within 1 Standard deviations of the mean 95% of all data points fit within 2 Standard deviations of the...

mcbw_ 閲覧 302 ・

This is a moving average with a customizable gaussian kernel. You can shape your kernel by selecting your parameters in the settings window. This is not something that is immediately ready to mess with by just applying it on the chart, it is very useful for people who are researching indicators and developing new tools. To see the shape of your kernel you can plug...