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Date/Time: Thu, 25 Apr 2024 20:42:03 +0000



[User Discussion] - Adaptive Laguerre Moving Avg

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[2014-05-05 02:17:10]
User59135 - Posts: 15
Does anyone have Ehler's adaptive Laguerre moving average that they would be willing to share. Thank you.
[2014-05-05 15:54:36]
vegasfoster - Posts: 444
I think ALF in Kiwi11 is what you want https://www.sierrachart.com/supportboard/showpost.php?p=186267&postcount=7
[2014-05-05 15:57:38]
User59135 - Posts: 15
Thank you.
[2014-05-05 23:20:58]
vegasfoster - Posts: 444
I guess also in user contributed studies as well.
[2016-10-25 16:36:02]
User80860 - Posts: 5
Hello everyone, great forum here.
Sierra Chart is a blazing fast platform which I'm really enjoying to use.

I have the code for the Laguerre Filter, or Moving Average, from TDA Tos. It has a few, but crucial, differences from the ALF we already have available at SC. Namely:
- The ability to choose the input for price (Last (close), high, low, Hl2, etc)
- And MOST IMPORTANTLY the ability to define the GAMMA value. On the code created by Kiwi (which is great BTW) you can't change the pre-defined gamma, and that makes a world of difference.

Would anyone be willing to change these features and create a new Laguerre Code with them, please? A good coder could do this in 5 min.

Laguerre Moving Average, or Filter, is VERY good, fast and reliable. I've been using it for a whilte. That's why I think it's worth the effort of having it (the more flexible one) here on SC.

here's the code I have in TOS' (easy) language. Thanks in advance!

script lag{
input p = hl2;
input gamma = .800;
def L0 = ((1 - gamma) * p) + (gamma * L0[1]);
def L1 = (-gamma * L0) + L0[1] + (gamma * L1[1]);
def L2 = (-gamma * L1) + L1[1] + (gamma * L2[1]);
def L3 = (-gamma * L2) + L2[1] + (gamma * L3[1]);
def Laguerre = (L0 + (2 * L1) + (2 * L2) + L3) / 6;

plot FilterL = if Laguerre <= 0
then p
else Laguerre;
FilterL.SetDefaultColor(Color.Orange);
}
Date Time Of Last Edit: 2016-10-25 16:41:38
[2016-11-23 16:13:36]
User80860 - Posts: 5
Never mind, I coded it myself. Since no answers here...
[2017-06-05 14:42:59]
jimskin - Posts: 127
Hi User80860,

Would it be posssible to get a copy of the modified ALF indicator that you created.

Thanks,

James
[2019-04-12 14:32:55]
nepher - Posts: 56
Hello,

Is there anyone who can provide new modified ALF indicator, it would be great, Thank you !
[2019-04-12 14:51:30]
Ackin - Posts: 1865
Hi, I have... direct message

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