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Published by:: Nikolay Kositsin
Views:: 9081
Rating:: (17)
Published:: 2011.12.01 15:43
Updated:: 2016.11.22 07:32

laguerrefilter.mq5 (8.14 KB) view

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The indicator consisting of two moving averages from John Ehlers' book "Cybernetic Analysis for Stocks and Futures: Cutting-Edge DSP Technology to Improve Your Trading". Red moving average is a filter and a medium-term trend indicator. Blue moving average is used as the fast trends filter with the simplest smoothing tool.

Laguerre Filter

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/598

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