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Laguerre RSI

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    Laguerre RSI

    Hello,

    i would like to ask if someone maybe has Ehlers Laguerre RSI coded for Ninja?

    Thanks

    #2
    If you have the code in another language to post here, someone can translate it.

    You can also look into the RSX posted in the file sharing area. It's a reverse-engineered version of Mark Jurik's RSX (smooth RSI with no lag).

    -Alex

    Comment


      #3
      Originally posted by bagzi View Post
      Hello,

      i would like to ask if someone maybe has Ehlers Laguerre RSI coded for Ninja?

      Thanks


      I found this a couple months back in the forums.

      Enjoy,


      RJay




      Attached FilesLaguerreIndicator.zip (2.3 KB, 110 views)
      RJay
      NinjaTrader Ecosystem Vendor - Innovative Trading Solutions

      Comment


        #4
        Thanks to both of you,

        i have it downloaded an running

        Comment


          #5
          Thanks from my side too.

          Comment


            #6
            I cannot download this file. It opens some other webpage.
            Anyone can help or upload the file again?

            Comment


              #7
              Adamo,

              Please try the following : http://www.ninjatrader.com/support/f...aguerre&desc=1

              One of these may work for you. Since that one indicator below is from 2008, it may be that its for NT 6.5 anyway.
              Adam P.NinjaTrader Customer Service

              Comment


                #8
                AdamP,
                It worked.
                Thank you very much!

                Comment


                  #9
                  adamo,

                  No problem. Please feel free to contact us any time.
                  Adam P.NinjaTrader Customer Service

                  Comment


                    #10
                    Laguerre Indicator

                    Can you tell me if the Laguerre RSI is available for NT7 ?

                    Thanks

                    Comment


                      #11
                      skilo,

                      NinjaTrader doesn't provide that indicator as a default. However, you may be able to find the indicator in our sharing section on the forum: http://ninjatrader.com/support/forum...ks.php?catid=4.
                      Bobby Y.NinjaTrader Customer Service

                      Comment


                        #12
                        The Laguerre RSI for NT 7 does not appear to exist anywhere. Could anyone provide a link to this code? thanks

                        Comment


                          #13
                          waterman,

                          I was not able to find the "Laguerre RSI" in our User App Share section. It looks like if you Google that term the first result has some code from another platform. That code could could be converted to NinjaScript for use in Ninjatrader. We could help you to do this yourself or you could hiure a programmer to convert that script for you.

                          As another option, perhaps RJay has another copy/link of the script posted above.
                          JoshNinjaTrader Customer Service

                          Comment


                            #14
                            Josh...I can't program myself...but I'll put up the code I found for Think Or Swim platform in case anyone can convert it to Ninja 7...thank you

                            #Inputs:
                            input nFE = 13;#hint nFE: length for Fractal Energy calculation.

                            # Variables:
                            def o;
                            def h;
                            def l;
                            def c;
                            def CU1;
                            def CU2;
                            def CU;
                            def CD1;
                            def CD2;
                            def CD;
                            def L0;
                            def L1;
                            def L2;
                            def L3;
                            plot RSI;
                            plot OS;
                            plot OB;

                            # Calculations
                            o = (open + close[1]) / 2;
                            h = Max(high, close[1]);
                            l = Min(low, close[1]);
                            c = (o + h + l + close) / 4;
                            plot gamma = Log(Sum((Max(high, close[1]) - Min(low, close[1])), nFE) /
                            (Highest(high, nFE) - Lowest(low, nFE)))
                            / Log(nFE);
                            gamma.SetDefaultColor(Color.Yellow);
                            L0 = (1 – gamma) * c + gamma * L0[1];
                            L1 = -gamma * L0 + L0[1] + gamma * L1[1];
                            L2 = -gamma * L1 + L1[1] + gamma * L2[1];
                            L3 = -gamma * L2 + L2[1] + gamma * L3[1];
                            if L0 >= L1
                            then {
                            CU1 = L0 - L1;
                            CD1 = 0;
                            } else {
                            CD1 = L1 - L0;
                            CU1 = 0;
                            }
                            if L1 >= L2
                            then {
                            CU2 = CU1 + L1 - L2;
                            CD2 = CD1;
                            } else {
                            CD2 = CD1 + L2 - L1;
                            CU2 = CU1;
                            }
                            if L2 >= L3
                            then {
                            CU = CU2 + L2 - L3;
                            CD = CD2;
                            } else {
                            CU = CU2;
                            CD = CD2 + L3 - L2;
                            }

                            RSI = if CU + CD <> 0 then CU / (CU + CD) else 0;
                            RSI.SetDefaultColor(Color.Cyan);
                            OS = if IsNaN(close) then Double.NaN else 0.2;
                            OS.SetDefaultColor(Color.Gray);
                            OS.HideBubble();
                            OS.HideTitle();
                            OB = if IsNaN(close) then Double.NaN else 0.8;
                            OB.SetDefaultColor(Color.Gray);
                            OB.HideBubble();
                            OB.HideTitle();
                            plot FEh = if isNaN(close) then double.nan else .618;
                            FEh.SetStyle(Curve.Long_Dash);
                            FEh.HideBubble();
                            FEh.SetDefaultColor(Color.Dark_Gray);
                            FEh.HideTitle();
                            plot FEl = if isNaN(close) then double.nan else .382;
                            FEl.SetStyle(Curve.Long_Dash);
                            FEl.SetDefaultColor(Color.Dark_Gray);
                            FEl.HideBubble();
                            FEl.HideTitle();
                            AddCloud(0, OS, Color.Green, Color.Green);
                            AddCloud(OB, 1, Color.Red, Color.Red);
                            Alert(RSI crosses below .9, "", Alert.BAR, Sound.Bell);
                            Alert(RSI crosses above .1, "", Alert.BAR, Sound.Bell);

                            # End Code RSI_Laguerre Self Adjusting with Fractal Energy

                            Comment


                              #15
                              Originally posted by waterman View Post
                              The Laguerre RSI for NT 7 does not appear to exist anywhere. Could anyone provide a link to this code? thanks
                              Here is a NT7 version of LaguerreRSI. Copy the .cs file to your indicators list bin/Custom/Indicators then compile in NT7 editor.

                              Cheers!
                              Attached Files

                              Comment

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