LaguerreMA indicator

[RJay]

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

[NinjaTrader_Bertrand]

Thank you for sharing this!

[123r34]

I downloaded the ma and will check it out.

Thank you for your help

Mark

[silvester17]

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);}//+------------------------------------------------------------------+

[RJay]

silvester17,

Click here and you will see it.

http://www.ninjatrader-support2.com/vb/search.php?searchid=477099

RJay

[silvester17]

Laguerre Indicator

RJay,

Should have looked first. Thank you very much.

Silvester17

[AlphaOptions]

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

[NinjaTrader_Bertrand]

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

[Harry]

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

There are several LaguerreRSI indicators for NinjaTrader.

http://www.ninjatrader.com/support/forum/local_links.php?action=sendtofriend&catid=1&linkid=429

https://www.bigmiketrading.com/download/ninjatrader-7/indicators/840-download.html?view

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

http://www.mesasoftware.com/Papers/TIME%20WARP.pdf