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Adaptive Laguerre Filter (amaAdaptiveLaguerreFilter) 5 *
Version 1.1 August 1, 2017

This is a four element Adaptive Laguerre Filter as described by John Ehlers in his paper "Time Warp - Without Space Travel".

The Laguerre Filter is a smoothing filter based on Laguerre polynomials. Its first term is an EMA, which is then further smoothened with a damping factor. The damping factor may take any value between 0 and 1. When the damping factor is set to 0, the Laguerre Filter becomes a finite impulse response (FIR) filter. When the damping factor is set to a value close to 1, the filter becomes dramatically smoother, but will have a significant lag.

The Adaptive Laguerre Filter is based on the simple Laguerre Filter, but uses a variable damping factor. The damping factor is adjusted such that low frequency components are delayed more than high frequency components. The resulting filter is an adaptive moving average and can be compared to the Kaufman Adaptive Moving Average (KAMA) or the Variable Index Dynamic Average (VIDYA).


Category NinjaTrader 8 Indicators and More 
 
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Details: Adaptive Laguerre Filter (amaAdaptiveLaguerreFilter)
Category: NinjaTrader 8 Indicators and More 


October 20th, 2017
Size: 9.89 KB
Downloaded: 605 times

Keywords: adaptive damping filter iir laguerre polynomials
Adaptive Laguerre Moving Average 5 *
A special class of filters which "warps" short data arrays to provide extremely responsive, but very smooth movement.

This indicator also includes coloring based on slope, alerts both audio and visual chart markers. All parameters are configurable and by changing the signal mode from between 1-4 you can make the alerts happen faster.

This works on all instruments, the buffer ticks (used to determine crossovers) are based on the instruments digits so ES one tick is 0.25 where as EURUSD would be .0001

(I commissioned this indicator and it is not copyrighted feel free to modify the code)

NinjaTrader 6.5: YES - ZTrade101
NinjaTrader 7.0: YES - ZTrade101


Category The Elite Circle 
 
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Details: Adaptive Laguerre Moving Average
Category: The Elite Circle 


February 5th, 2010
Size: 4.16 KB
Downloaded: 1633 times

Keywords: average itguy laguerre
Ehlers Collection for NT 7 5 *
Exported using NT Version 7.0.1000.3

This is a collection of various filters by John Ehlers outlined in his books "Rocket Science for Traders" and "Cybernet Analysis for Stocks and Futures".

The following indicators are included:

- Adaptive Cyber Cycle
- Adaptive CCI
- Adaptive Center of Gravity
- Adaptive Laguerre Filter
- Adaptive Relative Vigor Indicator
- Dominant Cycle
- Dominant Cycle Oscillator
- Hilbert Sinewave Oscillator
- Hilbert Transform 2
- Instantaneous Trend
- Laguerre Filter
- Laguerre RSI
- Median Indicator
- Smoothed Adaptive Momentum

This collection of Ehlers indicators was originally submitted by Piersh. I have simply ported the indicators to NinjaTrader 7.


Category NinjaTrader 7 Indicators 
 
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Details: Ehlers Collection for NT 7
Category: NinjaTrader 7 Indicators 


February 20th, 2011
Size: 35.71 KB
Downloaded: 2754 times

Keywords: adaptive cci centerofgravity cybercycle dominantcycle filter hilbert laguerre median momentum rvi sinewave transform trend
Ehlers Collection v1.00 5 *
This is a collection of various filters by John Ehlers outlined in his excellent books "Rocket Science for Traders" and "Cybernet Analysis for Stocks and Futures"

it includes:
- Adaptive Cyber Cycle
- Adaptive CCI
- Adaptive Center of Gravity
- Adaptive Relative Vigor Indicator
- Laguerre Filter
- Adaptive Laguerre Filter
- Laguerre RSI
- Hilbert Transform
- Hilbert Sinewave Oscillator
- Instantaneous Trend
- Dominant Cycle
- Dominant Cycle Oscillator
- Smoothed Adaptive Momentum

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


Category NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 
 
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Details: Ehlers Collection v1.00
Category: NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 


September 16th, 2009
Size: 32.86 KB
Downloaded: 1409 times

Keywords: sinewave momentum gravity cycle cci rsi laguerre ehlers cyber trend piersh hilbert dominant cog
Laguerre (MetaTrader) 5 *
Laguerre MetaTrader indicator — a completely custom indicator that doesn't rely on the standard MT4/MT5 indicators. It shows the weighted trendline in the separate window of the chart. It can be used for easy entry and exit signals.

Input parameters:

  • gamma (default = 0.7) — multiplier that is used in the line's levels calculation. The higher it is the smoother is the line.
  • CountBars (default = 950) — the maximum amount of bars for which to calculate this indicator. Set as high as possible if you don't experience performance problems.


Category MetaTrader 4 Indicators 
 
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Category: MetaTrader 4 Indicators 


December 20th, 2009
Size: 2.74 KB
Downloaded: 192 times

Keywords: laguerre metatrader mq4 mt4
Laguerre (MetaTrader)
Laguerre MetaTrader indicator — a completely custom indicator that doesn't rely on the standard MT4/MT5 indicators. It shows the weighted trendline in the separate window of the chart. It can be used for easy entry and exit signals.

Input parameters:

  • gamma (default = 0.7) — multiplier that is used in the line's levels calculation. The higher it is the smoother is the line.
  • CountBars (default = 950) — the maximum amount of bars for which to calculate this indicator. Set as high as possible if you don't experience performance problems.


Category MetaTrader 5 Indicators 
 
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Category: MetaTrader 5 Indicators 


December 20th, 2009
Size: 3.09 KB
Downloaded: 72 times

Keywords: laguerre metatrader mq5 mt5
Laguerre ECO 4 *
Richard from MoveTheMarkets wrote this indicator. Visit his blog here:
https://www.movethemarkets.com/blog/2009/09/23/laguerre-eco-ergodic-candle-oscillator-indicator/


Richard
Most indicators out there run on bars. Let’s take a 3-period moving average. You compute it on the Close, the previous Close, and the Close before that. Well, what if you used 3 other values in your average, instead of the last three prices? Like, what if you used the current value of the 2-EMA, 5-EMA, and 8-EMA and computed the average of those instead?

Ehlers uses the 4-RSI as an example application of the Laguerre treatment. Instead of the last 4 Closes, he uses 4 Laguerre values. Using only four values makes the indicator turn quickly, but you can adjust the overall speed of the output via the gamma input to the transform. Pretty neat!

In July, I looked around briefly to see what other Laguerre indicators were out there. Surprisingly, I couldn’t find any. I thought that was strange, because all you have to do is plug in the Laguerre values you need and see what happens. I coded up a few, and found the the Ergodic Candle Oscillator looked pretty good Laguerre-ized.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


Category NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 
 
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Details: Laguerre ECO
Category: NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 


September 26th, 2009
Size: 5.89 KB
Downloaded: 1158 times

Keywords: laguerre ehlers eco bmt ninjatrader
Laguerre Filter (amaLaguerreFilter) 5 *
Version 1.0 March 6, 2017

This is a four element Laguerre Filter as described by John Ehlers in his paper "Time Warp - Without Space Travel".

The Laguerre Filter is a smoothing filter based on Laguerre polynomials. Its first term is an EMA, which is then further smoothened with a damping factor. The damping factor may take any value between 0 and 1. When the damping factor is set to 0, the Laguerre Filter becomes a finite impulse response (FIR) filter. When the damping factor is set to a value close to 1, the filter becomes dramatically smoother, but will have a significant lag.

The indicator that can be downloaded here is a four element Laguerre Filter. I have replaced the damping factor with a synthetic lookback period which allows for adjusting smoothness and lag. A lookback period of 1 corresponds to a simple 4-period triangular moving average.

LaguerreFilter(1) = TMA(4)

When the synthetic lookback period is increased, the filter becomes smoother but has a slower response to price changes.


Category NinjaTrader 8 Indicators and More 
 
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Details: Laguerre Filter (amaLaguerreFilter)
Category: NinjaTrader 8 Indicators and More 


October 20th, 2017
Size: 2.67 KB
Downloaded: 378 times

Keywords: damping filter iir laguerre polynomials
Laguerre RSI 5 *
The Laguerre RSI indicator from "Cybernetic Analysis for Stocks and Futures" by Ehler. This is a port to ThinkorSwim.

version 1.0


Category ThinkOrSwim 
 
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Details: Laguerre RSI
Category: ThinkOrSwim 


July 24th, 2010
Size: 678 bytes
Downloaded: 601 times

Keywords: laguerre rsi thinkorswim
LaguerreRSI
Exported using NT6.5.1000.9

Laguerre filter, based on description by John Ehlers (https://www.mesasoftware.com/Papers/TIME%20WARP.pdf)

All credit for the code work on this goes to jhl...all I did was debug it for NT6.5.





Category NinjaTrader 6.5 Indicators 
 
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Details: LaguerreRSI
Category: NinjaTrader 6.5 Indicators 


November 9th, 2010
Size: 2.23 KB
Downloaded: 91 times

Keywords: laguerre rsi
 



 
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