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Gaussian-Weighted Smoothing for a Moving Average

Article MQL5 code base

Summary

Gaus_MA is a moving-average indicator that modifies a linearly weighted moving-average approach. Instead of using ordinary linear smoothing coefficients, it calculates the weights with a radial basis function, specifically a Gaussian function. The document attributes the indicator to GregoryK and says it was first implemented in MQL4 and published in 2009.

This description identifies the central construction idea but does not include the displayed mathematical formula, parameter definitions, implementation details, or a comparison with standard moving averages. It also gives no chart examples or evidence about responsiveness, lag, noise reduction, or trading performance. As presented, the indicator is a smoothing method that could be studied as a technical-analysis input; the document does not prescribe signals, trade rules, or how to choose its settings.

Key ideas

  • The indicator modifies a linearly weighted moving average.
  • Its smoothing coefficients are calculated with a Gaussian radial basis function.
  • The text attributes the indicator to GregoryK and dates its initial MQL4 publication to 2009.
  • The document does not provide the formula or parameter guidance needed to reproduce the calculation.
  • It reports no performance comparison or trading rules.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.