Mathematical Formula Indicator Auto Channel Gauss MT5

[Gustavoo]

Hello,

Can anyone explain the mathematical formula of the indicator "Auto Channel Gauss MT5"?

I would need a slightly modified version of the indicator. The developer of the indicator is not available.

Thanks for your help in advance.

Gustavoo

[Sergey Golubev]

You mean - the source code?
I did not find. But if you are talking about Gauss Transform so chck the following:

• Gaussian Filter - indicator for MetaTrader 5
• GFilter - indicator for MetaTrader 5
• Gaus_MA - indicator for MetaTrader 5
• Support-Resistance Indicator - indicator for MetaTrader 5 (this may be similar for what you are asking) 

The indicator calculates the Moving Average using a modified algorithm of the linearly weighed Moving Average, where smoothing coefficients are calculated using radially basis function (Gaussian function).

Mathematical formula of the underlay algorithm in the indicator is the following:

[Sergey Golubev]

Not same but similar - 

Forum on trading, automated trading systems and testing trading strategies

Something Interesting

Sergey Golubev, 2016.02.04 13:10

This is interesting indicator coded for MT4 and for MT5 - Hodrick Prescott:

• Hodrick Prescott Indicator - indicator for MetaTrader 4
• Hodrick-Prescott Channel - indicator for MetaTrader 4
• Hodrick-Prescott Channel - indicator for MetaTrader 5

By the way, one of the coder (who coded and placed his version on CodeBase - see links above) is suggesting to use this indicator for scalping on open bar for M1 timeframe.

[Gustavoo]

Sergey Golubev:

You mean - the source code?
I did not find. But if you are talking about Gauss Transform so chck the following:

• Gaussian Filter - indicator for MetaTrader 5
• GFilter - indicator for MetaTrader 5
• Gaus_MA - indicator for MetaTrader 5
• Support-Resistance Indicator - indicator for MetaTrader 5 (this may be similar for what you are asking) 

The indicator calculates the Moving Average using a modified algorithm of the linearly weighed Moving Average, where smoothing coefficients are calculated using radially basis function (Gaussian function).

Mathematical formula of the underlay algorithm in the indicator is the following:

Thanks for the tip - I'll give it a try !!!

Thanks again for the answers :-)

[Maximiliano Salvatti]

Hello, did you get the Auto Channel Gauss indicator code?

[Mladen Rakic]

That is Polynomial regression channel 

https://www.mql5.com/en/search#!keyword=Polynomial%20regression%20channel&module=mql5_module_codebase