Support Board
Date/Time: Fri, 31 Jan 2025 06:17:42 +0000
Post From: Adaptive Laguerre Moving Avg
| [2016-10-25 16:36:02] |
| User80860 - Posts: 5 |
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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
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