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Laguerre Filter with Gamma Estimator (Carnazzi filter)
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=73032
Forum: 17 · Topic 73032 · 2 post(s)
Laguerre Filter with Gamma Estimator (Carnazzi filter)
Apprentice · Sat Dec 10, 2022 9:45 am
Based on the code. https://www.prorealcode.com/prorealtime … estimator/
Laguerre Filter with Gamma Estimator.lua
Laguerre Filter
Apprentice · Sat Dec 10, 2022 10:02 am
Based on code https://www.tradingview.com/script/HCfS … re-Filter/ Laguerre Filter is developed by John EHLERS. change the alpha coefficient to increase/decrease lag and smoothness. This is a four-element Laguerre Filter derived from a Finite Impulse Response (FIR) filter by changing the relative amplitudes of the samples.
You can decrease the smoothing and the lag by decreasing the damping factor. When the damping factor is reduced to zero, the Laguerre filter is identical to the FIR filter.
For further information here is the article about the indicator by the developer John EHLERS. https://forex-station.com/download/file.php?id=3326725