• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

LaguerreMA indicator

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    LaguerreMA indicator

    I found this indicator in the archives as LaguerreFilter.

    It had a few problems. Slow start and Its variable was in decimal "double".

    To make it more compatable, I updated this indicator for quick start and defined the "smoother" variable to an integer value.

    1 - Minimum Smoothing

    99 - Maximum Smoothing

    Enjoy,

    RJay
    Attached Files
    Last edited by RJay; 05-07-2009, 09:30 AM.
    RJay
    NinjaTrader Ecosystem Vendor - Innovative Trading Solutions

    #2
    Thank you for sharing this!
    BertrandNinjaTrader Customer Service

    Comment


      #3
      I downloaded the ma and will check it out.

      Thank you for your help

      Mark

      Comment


        #4
        Laguerre Indicator

        Thank you RJay for the indicator.

        Here's the Laguerre RSI Indicator for MT4, if someone would like to convert it.

        http://forex-indicators.net/mt4-indicators/laguerre-rsi

        //+------------------------------------------------------------------+//| Laguerre RSI.mq4 |//| Copyright © 2005, David W. Thomas |//| mailto:[email protected] |//+------------------------------------------------------------------+// based on http://www.mesasoftware.com/TimeWarp.doc.#property copyright "Copyright © 2005, David W. Thomas"#property link "mailto:[email protected]"#property indicator_separate_window#property indicator_level2 0.75#property indicator_level3 0.45#property indicator_level4 0.15#property indicator_minimum 0#property indicator_maximum 1#property indicator_buffers 1#property indicator_color1 MediumPurple//---- input parametersextern double gamma=0.7;//---- buffersdouble RSI[];double L0[];double L1[];double L2[];double L3[];//+------------------------------------------------------------------+//| Custom indicator initialization function |//+------------------------------------------------------------------+int init(){ IndicatorBuffers(5);//---- indicators SetIndexStyle(0, DRAW_LINE); SetIndexDrawBegin(0, 1); SetIndexLabel(0, "Laguerre RSI"); SetIndexEmptyValue(0, -0.01); SetIndexBuffer(0, RSI); SetIndexBuffer(1, L0); SetIndexBuffer(2, L1); SetIndexBuffer(3, L2); SetIndexBuffer(4, L3);//---- string short_name="LaguerreRSI(" + DoubleToStr(gamma, 2) + ")"; IndicatorShortName(short_name); return(0);}//+------------------------------------------------------------------+//| Custor indicator deinitialization function |//+------------------------------------------------------------------+int deinit(){ return(0);}//+------------------------------------------------------------------+//| Custom indicator iteration function |//+------------------------------------------------------------------+int start(){ int limit; int counted_bars = IndicatorCounted(); double CU, CD; //---- last counted bar will be recounted if (counted_bars>0) counted_bars--; else counted_bars = 1; limit = Bars - counted_bars; //---- computations for RSI for (int i=limit; i>=0; i--) { L0[i] = (1.0 - gamma)*Close[i] + gamma*L0[i+1]; L1[i] = -gamma*L0[i] + L0[i+1] + gamma*L1[i+1]; L2[i] = -gamma*L1[i] + L1[i+1] + gamma*L2[i+1]; L3[i] = -gamma*L2[i] + L2[i+1] + gamma*L3[i+1]; //Print(i," Close[i]=",Close[i],", (1.0 - gamma)*Close[i]=",(1.0 - gamma)*Close[i],", gamma*L0[i+1]=",gamma*L0[i+1]); //Print(i," L0=",L0[i],",L1=",L1[i],",L2=",L2[i],",L3=",L3[i]); CU = 0; CD = 0; if (L0[i] >= L1[i]) CU = L0[i] - L1[i]; else CD = L1[i] - L0[i]; if (L1[i] >= L2[i]) CU = CU + L1[i] - L2[i]; else CD = CD + L2[i] - L1[i]; if (L2[i] >= L3[i]) CU = CU + L2[i] - L3[i]; else CD = CD + L3[i] - L2[i]; if (CU + CD != 0) RSI[i] = CU / (CU + CD); } return(0);}//+------------------------------------------------------------------+

        Comment


          #5
          silvester17,

          Click here and you will see it.

          http://www.ninjatrader-support2.com/...earchid=477099

          RJay
          RJay
          NinjaTrader Ecosystem Vendor - Innovative Trading Solutions

          Comment


            #6
            Laguerre Indicator

            RJay,

            Should have looked first. Thank you very much.

            Silvester17

            Comment


              #7
              This link appears to be broken. Is there a new one?

              Comment


                #8
                You could check those current ones here out - http://www.ninjatrader.com/support/f...aguerre&desc=1
                BertrandNinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by AlphaOptions View Post
                  This link appears to be broken. Is there a new one?
                  There are several LaguerreRSI indicators for NinjaTrader.

                  http://www.ninjatrader.com/support/f...d=1&linkid=429

                  https://www.bigmiketrading.com/downl...load.html?view

                  The indicator was originally coded by John Ehlers for TradeStation. Details are explained here:

                  http://www.mesasoftware.com/Papers/TIME%20WARP.pdf
                  Last edited by Harry; 10-06-2013, 03:35 PM.

                  Comment

                  Latest Posts

                  Collapse

                  Topics Statistics Last Post
                  Started by Mike661, Today, 07:22 AM
                  1 response
                  11 views
                  0 likes
                  Last Post NinjaTrader_PatrickG  
                  Started by memonolog, Today, 07:56 AM
                  0 responses
                  5 views
                  0 likes
                  Last Post memonolog  
                  Started by tdawson11, Today, 07:48 AM
                  0 responses
                  4 views
                  0 likes
                  Last Post tdawson11  
                  Started by pstrusi, Today, 07:39 AM
                  2 responses
                  7 views
                  0 likes
                  Last Post pstrusi
                  by pstrusi
                   
                  Started by vantojo, 06-19-2019, 04:06 PM
                  6 responses
                  34 views
                  0 likes
                  Last Post vantojo
                  by vantojo
                   
                  Working...
                  X