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Ehlers Laguerre RSI for Amibroker (AFL)
Rating:
5 / 5 (Votes 1)
Tags:
oscillator, amibroker
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SetBarsRequired(200, 0); // Ehlers formulas // from Ehlers, John F. Cybernetic Analysis for Stocks and Futures. Wiley. 2004. // Chapter 14, p. 213. Code on p. 221. function LRSI(array, gamma) // Figure 14.8 on p. 221. { L0 = array; // Initialize as array L1 = array; L2 = array; L3 = array; LRSIValue = array; for(i = 1; i < BarCount; i++) { L0[i] = (1 - gamma)*array[i] + gamma*L0[i-1]; L1[i] = - gamma * L0[i] + L0[i-1] + gamma * L1[i-1]; L2[i] = - gamma * L1[i] + L1[i-1] + gamma * L2[i-1]; L3[i] = - gamma * L2[i] + L2[i-1] + gamma * L3[i-1]; CU = 0; CD = 0; if (L0[i] >= L1[i]) CU = L0[i] - L1[i]; else (CD = L1[i] - L0[i]); if (L1[i] >= L2[i]) CU = CU + L1[i] - L2[i]; else CD = CD + L2[i] - L1[i]; if (L2[i] >= L3[i]) CU = CU + L2[i] - L3[i]; else CD = CD + L3[i] - L2[i]; if (CU + CD != 0) LRSIValue[i] = CU / (CU + CD); } return LRSIValue; } Plot(LRSI(C, 0.5), "Laguerre RSI", colorRed, styleLine); PlotGrid(.8); PlotGrid(.5); PlotGrid(.2);
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Excellent. I have been using it for awhile now and shared it a friend and so far so good. Best thing about laguerre, is its simplicity of visual so what you see is what you get. Again, thanks for the refined Oscillator.
mr wach, please suggest me for intraday , how to use this formula(Laguerre formula).please suggest me
Excellent! Thanks