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Published:

2012.12.20 07:25

Updated:

2016.11.22 07:32

gaus_ma.mq5 (9.42 KB) view

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The real author:

GregoryK

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:

This indicator was first implemented in MQL4 and published in Code Base at mql4.com on 22.07.2009.

Fig.1 The Gaus_MA indicator

Fig.1 The Gaus_MA indicator

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/1272

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