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John F. Ehlers’ article, “Laguerre Filters”, introduced two indicators, the Laguerre Filter and Laguerre Oscillator. Here are the formulas to add those indicators to MetaStock.
The Laguerre Filter: Code:{Laguerre Filter}
{by John Ehlers}
gama:= 0.8;
len:= 40;{Ultimate Smoother}
a1:= exp(-1.414*3.14159 / len);
b1:= 2*a1*Cos(1.414*180 / len);{c2}
c1:= -a1*a1; {c3}
x1:= (1 + b1 - c1) / 4; {c1}
L0:= (1-x1)*Close + (2*x1-b1)*Ref(Close,-1) -
(x1+c1)*Ref(Close,-2) + b1*Prev + c1*Ref(prev,-1); {Laguerre calculation}
L1:= -gama*Ref(L0,-1) + Ref(L0,-1) + gama*Prev;
L2:= -gama*Ref(L1,-1) + Ref(L1,-1) + gama*Prev;
L3:= -gama*Ref(L2,-1) + Ref(L2,-1) + gama*Prev;
L4:= -gama*Ref(L3,-1) + Ref(L3,-1) + gama*Prev; Laguerre:= (L0 + 4*L1 + 6*L2 + 4*L3 + L4)/16; if(BarsSince(cum(1)>=len+5)=0, Laguerre, C);
if(BarsSince(cum(1)>=len+5)=0, L0, C)
The Laguerre Oscillator: Code:{Laguerre Oscillator}
{by John Ehlers}
gama:= 0.5;
len:= 30;{Ultimate Smoother}
a1:= exp(-1.414*3.14159 / len);
b1:= 2*a1*Cos(1.414*180 / len);{c2}
c1:= -a1*a1; {c3}
x1:= (1 + b1 - c1) / 4; {c1}
L0:= (1-x1)*Close + (2*x1-b1)*Ref(Close,-1) -
(x1+c1)*Ref(Close,-2) + b1*Prev + c1*Ref(prev,-1); L1:= -gama* Ref(L0,-1) + Ref(L0,-1) + gama*Prev;
diff:= L0 - L1; {RMS of diff}
RMS:= SQRT(Sum(diff * diff, 100) / 100); {divide by zero trap}
denom:= if(RMS = 0, -1, RMS);
LaguerreOsc:= If(denom = -1, 0, diff/denom); LaguerreOsc;
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