gauss

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Library "norminv" Description: An inverse normal distribution is a way to work backwards from a known probability to find an x-value. It is an informal term and doesn't refer to a particular probability distribution. Returns the value of the inverse normal distribution function for a specified value, mean, and standard deviation. Reference: ...

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One-Sided Gaussian Filter w/ Channels is a Gaussian Moving Average that is calculated using a Fibonacci weighting function. Keltner channels have been added to show zones of exhaustion. A better name would be "Half Gaussian bell weighted" or "Half normal distribution weighted" indicator, since the weights for calculation of the average (similar to linear...

kviateq Cập nhật 

Gaussian Smoothed Moving Average Fan using Fibonacci numbers

everget Wizard

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).

capissimo

Mean Reversion and Momentum Interpretation: - Divergence means trend reversal - Parallel movement means trend continuation Squares above serve as a confirming signal

DonovanWall Wizard Cập nhật 

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...

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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...