{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;
Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
Porting Gauss filter
Collapse
X
-
Porting Gauss filter
this is a tradestation function code,have I tried to write the code for Ninja but not plot nothing.
Code:Tags: None
-
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
Comment
-
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
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by Salahinho99, Today, 04:13 AM
|
0 responses
5 views
0 likes
|
Last Post
by Salahinho99
Today, 04:13 AM
|
||
Started by junkone, 04-28-2024, 02:19 PM
|
8 responses
92 views
1 like
|
Last Post Today, 01:58 AM | ||
Started by mkouitra, 10-23-2021, 04:40 PM
|
17 responses
1,964 views
0 likes
|
Last Post Today, 12:51 AM | ||
Started by Vietanhnguyen2hotmailcom, 05-03-2024, 10:29 AM
|
4 responses
29 views
0 likes
|
Last Post Yesterday, 09:06 PM | ||
Started by PhillT, 04-19-2024, 02:16 PM
|
4 responses
37 views
0 likes
|
Last Post
by PhillT
Yesterday, 04:24 PM
|
Comment