ATR adaptive Laguerre filter with levels

ATR adaptive Laguerre filter with levels

This version of the Laguerre filter on price uses dynamic Gamma calculation based on recent ATR, making it more adaptive and versatile to the recent market movement.

The indicator has also a dynamic channel made of self adjusting levels that act as signals filtering.

You have the ability to change the period used for the levels with the “inpPeriod1” setting, if it is set to 0, the period is the same as the one used for the ATR.

You can add or remove the filling color added between the Laguerre curve and the channel with the “ColorFill” setting.


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No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

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  1. Marcos Alvarez Dominguez • 10/12/2018 #

    Hello Nicolas, is it possible to stablish a bullish screener for this indicator when the central filter (FILTER) is bigger than the upper filter (FILTER2) ?
    I have tried this, but it does not work:

    “PRC_ATR adaptiveLaguerreFilter”[14, 0, 1](close)
    c1 = (indicator1 > indicator2)

    indicator3, indicator4, ignored = CALL “PRC_ATR adaptiveLaguerreFilter”[14, 0, 1](close)
    c2 = (indicator3[1] <= indicator4[1])

    SCREENER[c1 AND c2] (Variation AS "% Var barra ant")

    • Nicolas • 10/12/2018 #

      Please open a topic in the screener section to ask for this specific query.

  2. zaher123 • 109 days ago #

    the indicator doesn’t show up anything on the screen, any suggestions please?

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