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Gaussian Filter

By LuxAlgoFeb 10, 2026

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Gaussian Filter smooths price by running it through the same simple smoothing stage up to four times in a row, so the cascade's combined response approaches the Gaussian bell and the line comes out round and steady. This build follows John Ehlers' published recursive recipe for the Gaussian filter: the per-stage coefficient is derived from the period and pole count, and the selected pole's output is the plotted line. The result reads as a trend baseline: slope carries the regime, and price's side of the line frames the structure around it.

How to Trade the Gaussian Filter?

  • Slope color: with Slope Trend Coloring on, the line is bullish while rising and bearish while falling. Slope turns are alertable in both directions and make clean regime markers.
  • Price crossings: the standard moving-average crossover grammar on a smoother line, with fewer whipsaw crosses than a raw average; optional triangles mark them, and both directions are alertable.
  • Fill direction: the gradient between price and filter shows which side price is riding. Persistent one-sided fills characterize trends, alternating fills congestion.

Gaussian Filter Settings

  • Source (default close): the series being smoothed; feeding another indicator's output through it covers the pre-smoother use.
  • Period (default 14): the cutoff the per-stage coefficient is derived from. Longer gives a rounder, slower line, shorter tracks price but passes more noise.
  • Poles (default 4): identical stages in series. Each extra pole adds smoothness and lag at the same period and pushes the response closer to the bell; one pole behaves much like an EMA, and four is the cap in Ehlers' original.
  • Style: Slope Trend Coloring (on), Price / Filter Gradient Fill (on), Price Crossing Markers (off), plus bullish, bearish and neutral colors.

Frequently Asked Questions

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