gaussian

loxx Updated 

One-Sided Gaussian Support & Resistance Rate is a mean reversion oscillator much like Fisher Transform. This indicator is built using a one-sided Gaussian filter. If you pair this with Fisher Transform and line up the settings, you'll notice similar outcomes. You'll notice that as the oscillator levels out at around zero or one that this signifies a zone of...

loxx Updated 

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...

loxx

Goertzel Cycle Period Adaptive Fisher Transform is an adaptive Fisher Transform using the Goertzel Cycle Algorithm to derive length inputs. What is Goertzel Cycle Algorithm? Read here: What is Fisher Transform? The Fisher Transform is a technical indicator created by John F. Ehlers that converts prices into a Gaussian normal distribution. The...

SurmountFinance

Overview The Surmount GausSAR is a simplified version of an idea to extend the basic Gaussian model by allowing for endogenous regime switching. Conditional on a given regime, the distribution of price changes is multivariate normal. However, when the endogenous regimes are integrated out, it becomes a mixture of Gaussian distributions . Concepts This approach...

LuxAlgo Wizard Updated 

The following tool smoothes the price data using various methods derived from the Nadaraya-Watson estimator, a simple Kernel regression method. This method makes use of the Gaussian kernel as a weighting function. Users have the option to use a non-repainting as well as a repainting method, see the USAGE section for more information. 🔶 USAGE 🔹 Non...

tvjvzl Updated 

A detrended series that oscilates around zero is obtained after first differencing a time series (i.e. subtracting the closing price for a candle from the one immediately before, for example). Hypothetically, assuming that every detrended closing price is independent of each other (what might not be true!), these values will follow a normal distribution with mean...

DonovanWall Wizard Updated 

This is an experimental study that calculates filter values at user defined sample rates. This study is aimed to provide users with alternative functions for filtering price at custom sample rates. First, source data is resampled using the desired rate and cycle offset. The highest possible rate is 1 bar per sample (BPS). There are three resampling methods to...

alexgrover Wizard

In general gaussian related indicators are built by using the gaussian function in one way or another, for example a gaussian filter is built by using a truncated gaussian function as filter kernel (kernel refer to the set weights) and has many great properties, note that i say truncated because the gaussian function is not supposed to be finite. In general the...

DonovanWall Wizard Updated 

This is an experimental study built on the concept of using roofing filters on price data proposed by John Ehlers. Roofing filters are a type of bandpass filter conventionally used in HF radio receivers in the first IF stage to limit the frequency spectrum passed on to later stages in the receiver. The goal in applying roofing filters to a price signal is to...

hundredtoamillion

A combination of Gaussian Smoothed MA's, ALMA's and WWMA's.

bennef

The signals are based on the Gaussian Channel calculated by Donovan Wall. Thanks also to Kiasaki for Rate of Change code. Simply going long and short based on Gaussian channel was not consistent enough so I also included an MFI filter. We only go long if Money Flow Index is greater than the last candle (more money is flowing in than out). The opposite for short....

hundredtoamillion

This is an experimental indicator based on Bill Williams' Awesome Oscillator, however this one is coded using Gaussian Smoothed MAs, and showing both short and long-term trend. The bright line histogram shows short term trend, the columns show long term trend. To be used the same way as Bill William's strategy for AO, with added confirmation of longer trend.

hundredtoamillion

Bill Williams' AC (Acceleration/Deceleration), made using Gaussian-smoother Moving Averages and a 5-period EMA instead of the usual SMA. Since Gaussian MA's are faster reacting than the typical SMAs values have been adjusted accordingly. See also Gaussian Alligator and GaussianAO for a complete gaussian chaos trading system. These scripts are made to honor Bill...

hundredtoamillion

Bill Williams' Awesome Oscillator, made using Gaussian-smoother Moving Averages. Since Gaussian MA's are faster reacting than the typical SMAs values have been adjusted accordingly. See also Gaussian Alligator and GaussianACDC for a complete gaussian chaos trading system. These scripts are made to honor Bill and his amazing work and my humble attempt at...

hundredtoamillion

Bill Williams' Alligator, made using Gaussian-smoother Moving Averages. Since Gaussian MA's are faster reacting than the typical SMAs values have been adjusted accordingly. See also GaussianAO and GaussianACDC for a complete gaussian chaos trading system. These scripts are made to honor Bill and his amazing work and my humble attempt at contributing to his work

hundredtoamillion Updated 

Gaussian Smoothed Moving Average Fan using Fibonacci numbers

CosmonautCalls

With 4 Moving averages options, length input and source input this script will help you test so you can find the best moving average type and length according to the gaussian distribution theory. Gaussian Distribution Theory: 68% of all data points fit within 1 Standard deviations of the mean 95% of all data points fit within 2 Standard deviations of...

InSilico Updated 

Added over 20 ma types to experiment with ,while avoiding the traditional list and keeping compiling time adequate. Its purely experimental ,published spontaneously for friend use and not as trading indicator.