This is a simple transformation of any price series (best suited to daily timeframe) that filters out random price fluctuations and revealing the "real" price action. It allows comparison between different assets easily and is a useful confirmation of support and resistance levels, or can be used with other technical analysis.
In the default settings based on a...
STD- and Clutter-Filtered, Non-Lag Moving Average is a Weighted Moving Average with a minimal lag using a damping cosine wave as the line of weight coefficients. The indicator has two filters. They are static (in points) and dynamic (expressed as a decimal). They allow cutting the price noise giving a stepped shape to the Moving Average. Moreover, there is the...
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,...
![USDCHF: STD- and Clutter-Filtered, Non-Lag Moving Average [Loxx]](https://s3.tradingview.com/s/SdtILzrT_mid.png "STD- and Clutter-Filtered, Non-Lag Moving Average [Loxx]")
![USDCHF: STD-Filtered, Gaussian Moving Average (GMA) [Loxx]](https://s3.tradingview.com/m/MgakXHcV_mid.png "STD-Filtered, Gaussian Moving Average (GMA) [Loxx]")