STD-Filtered, Gaussian-Kernel-Weighted Moving Average BT is the backtest for the following indicator
Included:
This backtest uses a special implementation of ATR and ATR smoothing called "True Range Double" which is a range calculation that accounts for volatility skew.
You can set the backtest to 1-2 take profits with stop-loss
Signals can't exit on...
STD-Filtered, Gaussian-Kernel-Weighted Moving Average is a moving average that weights price by using a Gaussian kernel function to calculate data points. This indicator also allows for filtering both source input price and output signal using a standard deviation filter.
Purpose
This purpose of this indicator is to take the concept of Kernel estimation and...
![BTCUSDT: STD-Filtered, Gaussian-Kernel-Weighted Moving Average BT [Loxx]](https://s3.tradingview.com/v/VdqEAG64_mid.png "STD-Filtered, Gaussian-Kernel-Weighted Moving Average BT [Loxx]")
![GBPUSD: STD-Filtered, Gaussian-Kernel-Weighted Moving Average [Loxx]](https://s3.tradingview.com/4/4BKPUoCt_mid.png "STD-Filtered, Gaussian-Kernel-Weighted Moving Average [Loxx]")