Gaussian MA?

jerseydevil20 2006.06.18 04:42

I came across a reference to a Gaussian moving average; I've never heard of that before. This person makes a comparison between Hull ma, Gaussian ma, and Jurik ma (all at 21 close):

https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=40589

It appears to me that the "gaussian ma" is the fastest to react. What is this? I wonder if we know it by a different name?

I found a reference to gaussian being the type of density function used by the indicator. Any stats people out there that can help?

abaker 2006.06.21 14:23 #1

what an interesting indicator. i wish i could do the stats and the program to also program a median ma indicator and an intraday market profile indicator (i already have the daily one)