Laguerre

Laguerre stripped of RSI – indicator MetaTrader 5

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Laguerre stripped of RSI
We are by now using different types of levels in different indicators. Here is one experiment to use some other way. This indicator is using stripped Laguerre in a sort of “levels” applied to the RSI “experiment” (to remind, this version of RSI can use : Original RSI calculation. Use SMA for calculation. Use EMA … Read more

Laguerre stripped of double stochastic – indicator MetaTrader 5

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Laguerre stripped of double stochastic
Instead of using fixed levels, this version of double smoothed stochastic is using “stripped” Laguerre filter for levels and trends. Stripped Laguerre filter is showing intermediate steps performed by Laguerre filter as “levels” that can then be used as support/resistance (or overbought/oversold) levels (depending on the trading style) of the underlying indicator. In this case … Read more

Laguerre RSi with Laguerre filter – extended – indicator MetaTrader 5

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Laguerre RSi with Laguerre filter - extended - indicator for MetaTrader 5
Description : The Laguerre RSI indicator is a highly advanced version of the standard RSI indicator. The Laguerre RSI indicator was created by John Ehlers and introduced in his book Cybernetic Analysis for Stocks and Futures. This version : This version is additionally using Laguerre filter (also created by John Ehlers) for signal line and … Read more

Time Fractal Energy adaptive Laguerre RSI – indicator MetaTrader 5

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Time Fractal Energy adaptive Laguerre RSI - indicator for MetaTrader 5
Background : For some time one Laguerre RSi is floating around with the strange name used : the “Time Fractal Energy adaptive Laguerre RSI”. More or less it is an ATR (Average True Range) adaptive Laguerre RSI. This version : It is using the ATR adapting method for Laguerre RSI but it is also using … Read more

Laguerre filter – no gamma – indicator MetaTrader 5

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Laguerre filter - no gamma - indicator for MetaTrader 5
Basics : Laguerre filter was described long time ago by John Ehlers in the “Time Warp – without Space Travel” document. It is not used a lot probably due to one “cryptic” parameter that is used ” the “gamma” parameter. That parameter is the dumping factor of the low pass EMA filter. As you can … Read more

Laguerre RSI – no gamma – indicator MetaTrader 5

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Laguerre RSI - no gamma - indicator for MetaTrader 5
Basics: The Laguerre RSI indicator created by John F. Ehlers is described in his book “Cybernetic Analysis for Stocks and Futures”. It’s a responsive RSI successor constructed using only 4 bars of data, but compared to the regular RSI it has way less noise (whipsaws) considering its fast reaction speed.The gamma value determines how aggressive … Read more

ATR adaptive Laguerre filter – indicator MetaTrader 5

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ATR adaptive Laguerre filter - indicator for MetaTrader 5
Basics: Laguerre filter was described by John Ehlers in the “Time Warp – without Space Travel” document. In its original version it did not use period parameter and that somewhat limited its usage in some versions. This version: With a version that uses period parameter it becomes possible to use the indicator in some “classical” … Read more

ATR adaptive Laguerre filter – levels – indicator MetaTrader 5

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ATR adaptive Laguerre filter - levels - indicator for MetaTrader 5
Basics: The original ATR adaptive Laguerre filter (originally published here : ATR adaptive Laguerre filter) uses slope/color changes for signals. Here we are changing that. This version: In this version we are using self adjusting levels for signals filtering. That way it is attempting to produce a clearer signal and to lessen the number of … Read more

ATR adaptive Laguerre RSI – indicator MetaTrader 5

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ATR adaptive Laguerre RSI - indicator for MetaTrader 5
Basics: The Laguerre RSI indicator created by John F. Ehlers is described in his book “Cybernetic Analysis for Stocks and Futures”.This version: Instead of using fixed periods for Laguerre RSI calculation it is using ATR (Average True Range) adapting method to adjust the calculation period. It makes the RSI more responsive in some periods (periods … Read more