Gaussian Filter

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.