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.