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Indicators: Laguerre Filter

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Automated-Trading
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Automated-Trading 2011.12.01 15:43 

Laguerre Filter:

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.

Author: Nikolay Kositsin

Laguerre Filter

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