Gaussian Filter

The Gaussian Filter for NinjaTrader 8

This is the Gaussian Filter, as described by John F. Ehlers in his publication “Gaussian and other Low Lag Filters”.

Indicator Description

Using the Gaussian Filter indicator, you may choose a pole filter number between 1 and 4. A 1 pole filter (yellow) will have a better approximation to price, whereas the 4 pole filter (blue) has superior smoothing.

The indicator is available for NinjaTrader 8.