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Gaussian Filter

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

The Gaussian Filter for NinjaTrader 8

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.

Other Library indicators

Other than the Gaussian Filter, this category includes the Adaptive Laguerre Filter, the Butterworth Filter, the Laguerre Filter, the Coral Filter, the Distant Coefficient Filter and the MAAF. You may also review our indicators from the moving averages or the trend analysis categories, such as the Directional Movement Index, Zerolag TEMA, Zerolag HATEMA, Triple Weighted Moving Average, Sine WMA, Range Weighted Moving Average or the Efficiency Ratio. The Indicator Spotlight newsletter furthermore discussed the Efficiency Ratio here. Finally, you may want to review our Indicator Spotlight on the Fibonacci Retracement Levels (with video).

The Gaussian Filter is available for NinjaTrader 8.

Gaussian Filter

Futures, stocks, and spot currency trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

CFTC RULE 4.41 – HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

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