STD-Filtered, ATR-Adaptive Laguerre Filter is a standard Laguerre Filter that is first made ATR-adaptive and the passed through a standard deviation filter. This helps reduce noise and refine the output signal. Can apply the standard deviation filter to the price, signal, both or neither.
What is the Laguerre Filter?
The Laguerre RSI indicator created by...
Averages, and the way they are compared and calculated make up a large amount of the indicators out there, so the fun thing about new averages, is how they open up a whole new group of indicators.
This is Laguerre RSI. You'll notice it acts a little different than your normal RSI, and it can be traded in different ways. It can be used as a switch,...
Adaptive Laguerre Filter indicator script.
The Adaptive Laguerre Filter was originally developed and described by John Ehlers in his paper `Time Warp – Without Space Travel`.
Thanks to @apozdnyakov for the sorting solution.
Jurik-Filtered, Adaptive Laguerre PPO is an indicator used to find reversals. Smoothing with a Jurik Filter reduces noise and better identifies reversal points.
What is Laguerre Filter?
The Adaptive Laguerre is based on the Laguerre filter, described by John Ehlers in his paper “Time Warp – Without Space Travel”. It applies a variable gamma factor, based on...
John F. Ehlers introuced Laguerre Filter in his "Cybernetic Analysis for Stocks and Futures" chapter 14 on 2004.
The Laguerre transform can be represented as an exponential moving average (EMA) low-pass filter (the first term) followed by a succession of allpass elements instead of unit delays (the k − 1 terms). All terms have...
The "Laguerre Filter Wave" Indicator usually shows market cycles and is a perfect fit for swing traders who trade with market fluctuations. Upward-trends are shown as green lines and optional bands. Downward trends are represented by the color red. Each of the 18 available lines can be adjusted to your own preferences via a gamma factor.
You also have the...
The Laguerre Filter was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pg 216) and this indicator works well with letting you know both the short and long term trend as well as a pretty good moving average. If the indicator line is above the black line then it is a long term uptrend and below the black line is a long term downtrend. Buy when...
The Laguerre Relative Strength Index was created by John Ehlers and this is essentially his version of the RSI but I find that the buy and sell signals work better with his version as you can see. Buy when the line turns green and sell when the line turns red.
Let me know if there are any other indicators you want me to publish!