OPEN-SOURCE SCRIPT
Laguerre Filter
This is the Laguerre Filter by John F. Ehlers. He published this filter design in the article Time Wrap - Without Space Travel.
This study open gamma and weight of each filter for to customize the filter design.
For example, setting gamma to 0.2, 0.7, 0.8,0.8 and weight 1,2,2,1, the curve is a very nice simulation to ALMZ(50),
setting gamma to 0.3, 0.3, 0.8, 0.9 and weight of 1,3,3,1 will produce a curve close to EMA(20),
basically, the Laguerre filter can simulate various type of moving averages.
The beauty of this Filter is it use only one data point and 3 filters output to reproduce various moving average, it is
an innovative approach to develop smoothing lines, and to avoid whipsaws on the price.
Each filter can be plotted for evaluation too.
Data of the first filter allows to input any bar, eg. 0 for current bar, 1 for one previous, for the purpose to evaluate forecasting idea.
Follows Ehlers' paper, this study allows to plot the weighted average line with all filter off.
This study open gamma and weight of each filter for to customize the filter design.
For example, setting gamma to 0.2, 0.7, 0.8,0.8 and weight 1,2,2,1, the curve is a very nice simulation to ALMZ(50),
setting gamma to 0.3, 0.3, 0.8, 0.9 and weight of 1,3,3,1 will produce a curve close to EMA(20),
basically, the Laguerre filter can simulate various type of moving averages.
The beauty of this Filter is it use only one data point and 3 filters output to reproduce various moving average, it is
an innovative approach to develop smoothing lines, and to avoid whipsaws on the price.
Each filter can be plotted for evaluation too.
Data of the first filter allows to input any bar, eg. 0 for current bar, 1 for one previous, for the purpose to evaluate forecasting idea.
Follows Ehlers' paper, this study allows to plot the weighted average line with all filter off.
Skrip sumber terbuka
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Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.
Skrip sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.