Laguerre Filter
For interpretation refer to the March 2003 issue of Technical Analysis of STOCKS & COMMODITIES magazine.
var
g:=0.8;
LF:=0;
L0:=0;
L1:=0;
L2:=0;
L3:=0;
end_var
if historysize>0 then
begin
L0:=((1 - g) * MedianPrice) + (g * this\1\);
L1:=(-g * L0) + L0\1\ + (g * this\1\);
L2:=(-g * L1) + L1\1\ + (g * this\1\);
L3:=(-g * L2) + L2\1\ + (g * this\1\);
LF:=(L0 + (2 * L1) + (2 * L2) + L3) / 6;
end;
return LF; |
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