GaussianFilterAl


The Gaussian Filter (GF) is a filter whose impulse response is a Gaussian function.
The Gaussian filter is designed not to give in excess to the function level while minimizing the rise and descent.

The Gaussian filter changes the incoming signal by a convolution with a Gaussian function, this transformation is also called Weierstrass transformation.

Gaussian filter, a.k.a. GaussianMovingAverage is an indicator that attempts to eliminate lag while preserving responsiveness.

It imitates the Gaussian distribution found in many systems. The filter Poles number is used to adjust the Lag.
This indicator is very responsive and can also be used as a Price proxy in the same way as the Hull Moving Average (HMA)