Adaptive Gaussian Moving Average

https://it.tradingview.com/script/th7NZ ... g-Average/

The original indicator calculates a Gaussian Moving Average with adaptive parameters based on market volatility.

All the original parameters are preserved:

• Length: The lookback period for the moving average (default: 14)

• Adaptive: Toggle to use adaptive standard deviation (default: true)

• VolatilityPeriod: Period for volatility calculation (default: 20)

• CustomSigma: Fixed standard deviation value when not adaptive (default: 1.0)

Standard Deviation Calculation:

When adaptive is enabled, calculates the standard deviation of closing prices over the volatility period
Otherwise uses the custom sigma value


Gaussian Weighting:

Implements the same Gaussian weight formula: Weights are higher for values closer to the current bar


Price Range:

Finds the highest high and lowest low over varying lookback periods
Combines these values and applies the Gaussian weighting