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You liked the script? Try it in the MetaTrader 5 terminal
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- 10241
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- Published:
- 2016.11.01 16:53
- Updated:
- 2016.11.22 07:32
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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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