Gaussian MA Pass
Gaussian-Weighted Moving Average — Series Input
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Overview
Gaussian MA Pass applies a Gaussian (normal distribution) kernel weighting to any upstream numeric series. Bars near the centre of the window receive the highest weights, resulting in a very smooth output with minimal ringing or overshoot.
Formula
w[i] = exp(−(i − μ)² / (2·σ²)) where μ = (period−1)/2 GMA[t] = Σ w[i]·x[t−i] / Σ w[i]
Parameters
| Parameter | Type | Default | Description |
|---|---|---|---|
| period | number | 14 | Window length in bars. |
| sigma | number | 4 | Gaussian spread. Higher values produce a flatter, wider kernel. |
Inputs & Outputs
| Port | Direction | Type | Description |
|---|---|---|---|
| input | Input | (number | null)[] | Any numeric series (values + timestamps). |
| values | Output | (number | null)[] | Smoothed output series, null for warm-up bars. |
| timestamps | Output | number[] | Bar timestamps aligned with values. |