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
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