The script is a technical analysis indicator that calculates a weighted moving average of a given data series. The weighted moving average is calculated using a custom weighting scheme that adjusts the weights based on the volatility of the market, as measured by the average true range (ATR) indicator. The resulting weighted moving average is smoothed using a...

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The following tool smooths the price data using the Nadaraya-Watson estimator, a simple Kernel regression method. We make use of the Gaussian kernel as a weighting function. Kernel smoothing allows the estimating of underlying trends in the price and has found certain applications in stock prices pattern detection. Note that results are subject to repainting,...

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What is Nadaraya–Watson Regression? Nadaraya–Watson Regression is a type of Kernel Regression, which is a non-parametric method for estimating the curve of best fit for a dataset. Unlike Linear Regression or Polynomial Regression, Kernel Regression does not assume any underlying distribution of the data. For estimation, it uses a kernel function, which is a...

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This study is an experiment utilizing the Ehlers Gaussian Filter technique combined with lag reduction techniques and true range to analyze trend activity. Gaussian filters, as Ehlers explains it, are simply exponential moving averages applied multiple times. First, beta and alpha are calculated based on the sampling period and number of poles specified. The...

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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...

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This is a combination of the Lux Algo Nadaraya-Watson Estimator and Envelope. Please note the repainting issue. In addition, I've added a plot of the actual values of the current barstate of the Nadaraya-Watson windows as they are computed (lines 92-95). It only plots values for the current data at each time update. It is interesting to compare the trajectory...

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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...

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Gaussian Filter MACD is a MACD that uses an 1-4 Pole Ehlers Gaussian Filter for its calculations. Compare this with Ehlers Fisher Transform. What is Ehlers Gaussian filter? This filter can be used for smoothing. It rejects high frequencies (fast movements) better than an EMA and has lower lag. published by John F. Ehlers in "Rocket Science For Traders"....

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STD-Filtered, Gaussian-Kernel-Weighted Moving Average is a moving average that weights price by using a Gaussian kernel function to calculate data points. This indicator also allows for filtering both source input price and output signal using a standard deviation filter. Purpose This purpose of this indicator is to take the concept of Kernel estimation and...

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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...

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STD-Filtered, Gaussian Moving Average (GMA) is a 1-4 pole Ehlers Gaussian Filter with standard deviation filtering. This indicator should perform similar to Ehlers Fisher Transform. The purpose of the standard deviation filter is to filter out noise by and by default it will filter 1 standard deviation. Adjust this number and the filter selections (price, both,...

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Gaussian Filter script. This indicator was described by John F. Ehlers in his book "Rocket Science for Traders" (2001, Chapter 15: Infinite Impulse Response Filters).

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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...

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█ Multi Timeframe Moving Average Ribbon and Bands + Bollinger Bands, Gaussian Filter and Rolling Volume Weighted Average Price with Standard Deviation Bands Up to 9 moving averages can be independently applied. The length , type and timeframe of each moving average are configurable . The lines, colors and background fill are customizable too. This...

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Possible RSI is a normalized, variety second-pass normalized, Variety RSI with Dynamic Zones and optionl High-Pass IIR digital filtering of source price input. This indicator includes 7 types of RSI. High-Pass Fitler (optional) The Ehlers Highpass Filter is a technical analysis tool developed by John F. Ehlers. Based on aerospace analog filters, this filter...

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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...

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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...

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Gaussian Smoothed Moving Average Fan using Fibonacci numbers

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