OPEN-SOURCE SCRIPT
STD-Filtered, ATR-Adaptive Laguerre Filter [Loxx]

STD-Filtered, ATR-Adaptive Laguerre Filter [Loxx] is a standard Laguerre Filter that is first made ATR-adaptive and the passed through a standard deviation filter. This helps reduce noise and refine the output signal. Can apply the standard deviation filter to the price, signal, both or neither.
What is the Laguerre Filter?
The Laguerre RSI indicator created by John F. Ehlers is described in his book "Cybernetic Analysis for Stocks and Futures". The Laguerre Filter is a smoothing filter which is based on Laguerre polynomials. The filter requires the current price, three prior prices, a user defined factor called Alpha to fill its calculation. Adjusting the Alpha coefficient is used to increase or decrease its lag and it's smoothness.
Included:
What is the Laguerre Filter?
The Laguerre RSI indicator created by John F. Ehlers is described in his book "Cybernetic Analysis for Stocks and Futures". The Laguerre Filter is a smoothing filter which is based on Laguerre polynomials. The filter requires the current price, three prior prices, a user defined factor called Alpha to fill its calculation. Adjusting the Alpha coefficient is used to increase or decrease its lag and it's smoothness.
Included:
- Bar coloring
- Signals
- Alerts
- Loxx's Expanded Source Types
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開源腳本
本著TradingView的真正精神,此腳本的創建者將其開源,以便交易者可以查看和驗證其功能。向作者致敬!雖然您可以免費使用它,但請記住,重新發佈程式碼必須遵守我們的網站規則。
Public Telegram Group, t.me/algxtrading_public
VIP Membership Info: patreon.com/algxtrading/membership
VIP Membership Info: patreon.com/algxtrading/membership
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。