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Searching for entries matching signalprocessing, looking in keywords for any words
Found 3 matching entries

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Gaussian Filter

Exported using NT Version 7.0.1000.11

This is Gaussian Filter, as described by John F. Ehlers in his publication "Gaussian and other Low Lag Filters". The number of poles can be selected between 1 and 4.

The chart shows that the 1 pole filter (yellow) gives a better approximation for price, while the 4 pole filter (blue) offers superior smoothing.

Update October 1, 2012: Small bug removed. Indicator will now correctly display when a period of 1 is selected.

Category NinjaTrader 7 Indicators

Details: Gaussian Filter
Category: NinjaTrader 7 Indicators

October 1st, 2012
Size: 2.25 KB
Downloaded: 1158 times

Keywords: gaussian movingaverage signalprocessing

SuperSmoother Filter

Exported using NT Version 7.0.1000.2

These are the 2 pole and 3 pole Super Smoother Filters, which were described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures". Ported from Easy Language to NinjaTrader.

The chart shows that the 2 pole super smoother filter (yellow) gives a better approximation for price while the 3 pole filter (spring green) offers superior smoothing.

Category NinjaTrader 7 Indicators

Details: SuperSmoother Filter
Category: NinjaTrader 7 Indicators

February 11th, 2011
Size: 2.31 KB
Downloaded: 1196 times

Keywords: movingaverage signalprocessing supersmoother

Butterworth Filter

Exported using NT Version 7.0.1000.2

These are the 2 pole and 3 pole Butterworth Filters, which were described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures". Ported from Easy Language to NinjaTrader.

The chart shows that the 2 pole filter (red) gives a better approximation for price, while the 3 pole filter (blue) offers superior smoothing.

Category NinjaTrader 7 Indicators

Details: Butterworth Filter
Category: NinjaTrader 7 Indicators

February 10th, 2011
Size: 2.33 KB
Downloaded: 561 times

Keywords: butterworth movingaverage signalprocessing