Porting Gauss filter

[Mauro60]

this is a tradestation function code,have I tried to write the code for Ninja but not plot nothing.


{Gaussian Filter}
{Ported to EasyLanguage by: atavachron}
{Original author: DrKoch}
Inputs: Price(NumericSeries), Period(NumericSimple), poles(NumericSimple);

variables: aa(0), b(0), w(0), x(0), y(0), y1(0), y2(0), y3(0), y4(0),
a_1(0), a_12(0), a_13(0), a_14(0), a2(0), a3(0), a4(0), Pi(3.141592654),
sqrtOf2(1.414213562);

{If number of poles is < 0 or > 4 then return 0.}
{Number of filter poles must be between 1 and 4, inclusive}
If (poles >= 1) and (poles <= 4) then
begin
{initialization - performed only for first bar}
if CurrentBar = 1 then
begin
w = 2 * Pi / Period; {omega}
w = 180 * w / Pi; {in degrees}

b = (1 - cosine(w)) / (power(sqrtOf2, 2.0/poles) - 1.0);

aa = -b + squareroot(b*b + 2*b);
a_1 = 1.0 - aa;
a_12 = a_1 * a_1;
a_13 = a_1 * a_1 * a_1;
a_14 = a_12 * a_12;
a2 = aa * aa;
a3 = aa * aa * aa;
a4 = a2 * a2;

y1 = Price;
y2 = y1;
y3 = y2;
y4 = y3;
end;

{Calculate your indicator value here}
x = Price;

if (poles = 1) then
y = aa * x + a_1 * y1
else if (poles = 2) then
y = a2 * x + 2 * a_1 * y1 - a_12 * y2
else if (poles = 3) then
y = a3 * x + 3 * a_1 * y1 - 3 * a_12 * y2 + a_13 * y3
else if (poles = 4) then
y = a4 * x + 4 * a_1 * y1 - 6 * a_12 * y2 + 4 * a_13 * y3 - a_14 * y4;

y4 = y3; {delayed by four bars}
y3 = y2; {delayed by three bars}
y2 = y1; {delayed by two bars}
y1 = y; {delayed by one bar}

Gauss = y;
end
else
Gauss = 0.0;



I attach file CS MaGauss

[NinjaTrader_Ray]

Please check your log tab of for any error messages when applying the indicator to a chart and let us know what it is.

[Mauro60]

thanks for the answer,any error signalled on the Log Tab

[Mauro60]

may someone could help me porting this indicator? I made some piece of code...help please

[Mauro60]

this is a tradestation function code,have I tried to write the code for Ninja but not plot nothing.


{Gaussian Filter}
{Ported to EasyLanguage by: atavachron}
{Original author: DrKoch}
Inputs: Price(NumericSeries), Period(NumericSimple), poles(NumericSimple);

variables: aa(0), b(0), w(0), x(0), y(0), y1(0), y2(0), y3(0), y4(0),
a_1(0), a_12(0), a_13(0), a_14(0), a2(0), a3(0), a4(0), Pi(3.141592654),
sqrtOf2(1.414213562);

{If number of poles is < 0 or > 4 then return 0.}
{Number of filter poles must be between 1 and 4, inclusive}
If (poles >= 1) and (poles <= 4) then
begin
{initialization - performed only for first bar}
if CurrentBar = 1 then
begin
w = 2 * Pi / Period; {omega}
w = 180 * w / Pi; {in degrees}

b = (1 - cosine(w)) / (power(sqrtOf2, 2.0/poles) - 1.0);

aa = -b + squareroot(b*b + 2*b);
a_1 = 1.0 - aa;
a_12 = a_1 * a_1;
a_13 = a_1 * a_1 * a_1;
a_14 = a_12 * a_12;
a2 = aa * aa;
a3 = aa * aa * aa;
a4 = a2 * a2;

y1 = Price;
y2 = y1;
y3 = y2;
y4 = y3;
end;

{Calculate your indicator value here}
x = Price;

if (poles = 1) then
y = aa * x + a_1 * y1
else if (poles = 2) then
y = a2 * x + 2 * a_1 * y1 - a_12 * y2
else if (poles = 3) then
y = a3 * x + 3 * a_1 * y1 - 3 * a_12 * y2 + a_13 * y3
else if (poles = 4) then
y = a4 * x + 4 * a_1 * y1 - 6 * a_12 * y2 + 4 * a_13 * y3 - a_14 * y4;

y4 = y3; {delayed by four bars}
y3 = y2; {delayed by three bars}
y2 = y1; {delayed by two bars}
y1 = y; {delayed by one bar}

Gauss = y;
end
else
Gauss = 0.0;



I attach file CS MaGauss


may someone could help me porting this indicator? I made some piece of code...help please

[sbgtrading]

I believe I have it working (see attachment)...but my research on the internet didn't find any documents that covered the topic of "Gauss Moving Average".

Let me know how it works for you!

Ben

[Mauro60]

Thank you very much try hours, the code of the post is the version Tradestation

[kuroro13]

for an unknown reason the indicator is not plotting when you set poles to 3 or 4.

if someone could check the code and tell me what's wrong I would really appreciate

[mrlogik]

when you use 3 / 4 poles the divisor goes to zero.

change this line
b = (1 - Math.Cos(w)) / (Math.Pow(sqrtOf2, Math.Abs((2 / poles)) - 1));

mrlogik

[Mauro60]

Thank you, I control with the version of Tradestation