MA with Gaussian Filter

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MA with Gaussian Filter

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

Formulas:
GaussMA[i]=p1*Price[i-1]+p2*GaussMA[i-1]-p3*GaussMA[i-2]+p4*GaussMA[i-3]-p5*GaussMA[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=2*Pi/Period.

GaussMA.png


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

Download:
GaussMA.lua
(2.8 KiB) Downloaded 814 times


The indicator was revised and updated
Alexander.Gettinger
FXCodeBase: Confirmed User
 
Posts: 3785
Joined: Wed Mar 31, 2010 9:40 pm
Location: Russia, Omsk



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