PROTECTED SOURCE SCRIPT
GaussSS_vUlt26
Strategy Description
GaussSS_vUlt26 is a high-precision trend-following algorithm based on John F. Ehlers' Gaussian Filtering techniques. Unlike conventional moving averages, this strategy utilizes a multi-pole architecture to significantly minimize lag while providing superior price action smoothing.
Technical Foundations
Gaussian Filter Engine: A robust implementation of up to 9 poles, allowing for an exceptionally clean frequency response that eliminates market noise without sacrificing reactivity.
Lag Reduction Logic: Features a specialized "Reduced Lag Mode" based on phase difference and a Fast Response Mode that averages the N-pole filter with a first-order response for ultra-quick entries.
Volatility-Adjusted Bands: The execution channel is generated via a Filtered True Range (FTR)—a sophisticated, smoothed version of the True Range that acts as a dynamic volatility threshold to filter out "fakeouts."
Execution Logic
The strategy operates on a Volatility Channel Breakout methodology:
Long Entry: Triggered when the price crosses above the upper Gaussian band (hband), confirming bullish momentum.
Exit / Close: Executed when the price crosses back under the upper band, securing profits as soon as trend exhaustion or mean reversion is detected.
Key Parameters
Poles (N): Controls the roll-off slope and smoothness (range: 1 to 9).
Sampling Period: Adjusts the observation window relative to the market cycle.
ATR Multiplier: Defines the width of the safety channel and sensitivity to volatility.
GaussSS_vUlt26 is a high-precision trend-following algorithm based on John F. Ehlers' Gaussian Filtering techniques. Unlike conventional moving averages, this strategy utilizes a multi-pole architecture to significantly minimize lag while providing superior price action smoothing.
Technical Foundations
Gaussian Filter Engine: A robust implementation of up to 9 poles, allowing for an exceptionally clean frequency response that eliminates market noise without sacrificing reactivity.
Lag Reduction Logic: Features a specialized "Reduced Lag Mode" based on phase difference and a Fast Response Mode that averages the N-pole filter with a first-order response for ultra-quick entries.
Volatility-Adjusted Bands: The execution channel is generated via a Filtered True Range (FTR)—a sophisticated, smoothed version of the True Range that acts as a dynamic volatility threshold to filter out "fakeouts."
Execution Logic
The strategy operates on a Volatility Channel Breakout methodology:
Long Entry: Triggered when the price crosses above the upper Gaussian band (hband), confirming bullish momentum.
Exit / Close: Executed when the price crosses back under the upper band, securing profits as soon as trend exhaustion or mean reversion is detected.
Key Parameters
Poles (N): Controls the roll-off slope and smoothness (range: 1 to 9).
Sampling Period: Adjusts the observation window relative to the market cycle.
ATR Multiplier: Defines the width of the safety channel and sensitivity to volatility.
Skrip terproteksi
Skrip ini diterbitkan sebagai sumber tertutup. Namun, Anda dapat menggunakannya dengan bebas dan tanpa batasan apa pun – pelajari lebih lanjut di sini.
Pernyataan Penyangkalan
Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.
Skrip terproteksi
Skrip ini diterbitkan sebagai sumber tertutup. Namun, Anda dapat menggunakannya dengan bebas dan tanpa batasan apa pun – pelajari lebih lanjut di sini.
Pernyataan Penyangkalan
Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.