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Views:: 9982
Rating:: (23)
Published:: 2016.11.01 16:53
Updated:: 2016.11.22 07:32

gaussian_filter.mq5 (3.38 KB) view

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Gaussian filter that works for orders (poles) higher than the usual 4 poles that was available (mathematical maximum after which the precision of calculation is order (poles) 15 — but the coeffitients for those levels are so high, that the precision loss actually means very little).

Because of that, it is a sort of generalized Gaussian filter that can calculate arbitrary (order) pole Gaussian filter and which makes it a sort of a unique indicator.

It is using the metatrader 5 option that allows us to apply it to other indicators too.

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