Author: Emerald King, MTE&I
This is an advanced version of RSI. Laguerre converts the signals, so that low-frequency components lag much more that the high-frequency ones. In general, the last bar data has more weight than the previous data, just like the exponential moving average.
This is an advanced version of RSI. Laguerre converts the signals, so that low-frequency components lag much more that the high-frequency ones. In general, the last bar data has more weight than the previous data, just like the exponential moving average.
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