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MA with Gaussian Filter

Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=12230
Forum: 17 · Topic 12230 · 2 post(s)


MA with Gaussian Filter

Alexander.Gettinger · Tue Jan 24, 2012 6:47 am

Formulas: GaussMA[i]=p1Price[i-1]+p2GaussMA[i-1]-p3GaussMA[i-2]+p4GaussMA[i-3]-p5GaussMA[i-4], where p1=Alpha^4, p2=4(1-Alpha), p3=6(1-Alpha)^2, p4=4(1-Alpha)^3, p5=(1-Alpha)^4, Alpha=-Beta+sqrt(Beta(Beta+2)), Beta=(1-cos(w))/(2^(1/3)-1), w=2Pi/Period.

GaussMA.png

Line color indicates growth or decline. Color of dots corresponds to the acceleration or deceleration.

Download:

GaussMA.lua

The indicator was revised and updated


Re: MA with Gaussian Filter

Apprentice · Thu Mar 23, 2017 3:02 pm

Indicator was revised and updated.