OPEN-SOURCE SCRIPT
[BCT] Identify BULL / BEAR regimes - Laguerre Filter
The Adaptive Laguerre is based on the Laguerre filter, described by John Ehlers in his paper “Time Warp – Without Space Travel”
forex-station.com/download/file.php?id=3326725
MAs obtained using a Laguerre filter tend to have much lower lag than MAs obtained from an SMA or EMA.
Use cases:
- Identify market regime (BULL vs BEAR)
- Smooth out a noisy signal (e.g. apply to RSI, prices, log returns, variance, etc) without adding excessive lag
Highlight based on:
- Smoothed indicator > or < 0
- Derivative of the indicator ("speed") > or < 0
- Second derivative of the indicator ("acceleration" or "momentum") > or < 0
[BCT]
forex-station.com/download/file.php?id=3326725
MAs obtained using a Laguerre filter tend to have much lower lag than MAs obtained from an SMA or EMA.
Use cases:
- Identify market regime (BULL vs BEAR)
- Smooth out a noisy signal (e.g. apply to RSI, prices, log returns, variance, etc) without adding excessive lag
Highlight based on:
- Smoothed indicator > or < 0
- Derivative of the indicator ("speed") > or < 0
- Second derivative of the indicator ("acceleration" or "momentum") > or < 0
[BCT]
[BCT]
Script de código aberto
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publications is governed by House rules. Você pode favoritá-lo para usá-lo em um gráfico.
Quer usar esse script no gráfico?
[BCT]
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.