{Gaussian Filter} {Ported to EasyLanguage by: atavachron} {Original author: DrKoch} Inputs: Price(NumericSeries), Period(NumericSimple), poles(NumericSimple); variables: aa(0), b(0), w(0), x(0), y(0), y1(0), y2(0), y3(0), y4(0), a_1(0), a_12(0), a_13(0), a_14(0), a2(0), a3(0), a4(0), Pi(3.141592654), sqrtOf2(1.414213562); {If number of poles is < 0 or > 4 then return 0.} {Number of filter poles must be between 1 and 4, inclusive} If (poles >= 1) and (poles <= 4) then begin {initialization - performed only for first bar} if CurrentBar = 1 then begin w = 2 * Pi / Period; {omega} w = 180 * w / Pi; {in degrees} b = (1 - cosine(w)) / (power(sqrtOf2, 2.0/poles) - 1.0); aa = -b + squareroot(b*b + 2*b); a_1 = 1.0 - aa; a_12 = a_1 * a_1; a_13 = a_1 * a_1 * a_1; a_14 = a_12 * a_12; a2 = aa * aa; a3 = aa * aa * aa; a4 = a2 * a2; y1 = Price; y2 = y1; y3 = y2; y4 = y3; end; {Calculate your indicator value here} x = Price; if (poles = 1) then y = aa * x + a_1 * y1 else if (poles = 2) then y = a2 * x + 2 * a_1 * y1 - a_12 * y2 else if (poles = 3) then y = a3 * x + 3 * a_1 * y1 - 3 * a_12 * y2 + a_13 * y3 else if (poles = 4) then y = a4 * x + 4 * a_1 * y1 - 6 * a_12 * y2 + 4 * a_13 * y3 - a_14 * y4; y4 = y3; {delayed by four bars} y3 = y2; {delayed by three bars} y2 = y1; {delayed by two bars} y1 = y; {delayed by one bar} Gauss = y; end else Gauss = 0.0;
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Porting Gauss filter
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Porting Gauss filter
this is a tradestation function code,have I tried to write the code for Ninja but not plot nothing.
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Originally posted by Mauro60 View Postthis is a tradestation function code,have I tried to write the code for Ninja but not plot nothing.
Code:{Gaussian Filter} {Ported to EasyLanguage by: atavachron} {Original author: DrKoch} Inputs: Price(NumericSeries), Period(NumericSimple), poles(NumericSimple); variables: aa(0), b(0), w(0), x(0), y(0), y1(0), y2(0), y3(0), y4(0), a_1(0), a_12(0), a_13(0), a_14(0), a2(0), a3(0), a4(0), Pi(3.141592654), sqrtOf2(1.414213562); {If number of poles is < 0 or > 4 then return 0.} {Number of filter poles must be between 1 and 4, inclusive} If (poles >= 1) and (poles <= 4) then begin {initialization - performed only for first bar} if CurrentBar = 1 then begin w = 2 * Pi / Period; {omega} w = 180 * w / Pi; {in degrees} b = (1 - cosine(w)) / (power(sqrtOf2, 2.0/poles) - 1.0); aa = -b + squareroot(b*b + 2*b); a_1 = 1.0 - aa; a_12 = a_1 * a_1; a_13 = a_1 * a_1 * a_1; a_14 = a_12 * a_12; a2 = aa * aa; a3 = aa * aa * aa; a4 = a2 * a2; y1 = Price; y2 = y1; y3 = y2; y4 = y3; end; {Calculate your indicator value here} x = Price; if (poles = 1) then y = aa * x + a_1 * y1 else if (poles = 2) then y = a2 * x + 2 * a_1 * y1 - a_12 * y2 else if (poles = 3) then y = a3 * x + 3 * a_1 * y1 - 3 * a_12 * y2 + a_13 * y3 else if (poles = 4) then y = a4 * x + 4 * a_1 * y1 - 6 * a_12 * y2 + 4 * a_13 * y3 - a_14 * y4; y4 = y3; {delayed by four bars} y3 = y2; {delayed by three bars} y2 = y1; {delayed by two bars} y1 = y; {delayed by one bar} Gauss = y; end else Gauss = 0.0;
may someone could help me porting this indicator? I made some piece of code...help please
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I believe I have it working (see attachment)...but my research on the internet didn't find any documents that covered the topic of "Gauss Moving Average".
Let me know how it works for you!
BenAttached Files
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