Laguerre Filter with Gamma Estimator

Laguerre Filter with Gamma Estimator

The Laguerre filter is really cool. But the evaluation of Gamma is not always obvious. I propose here a filter of my own, named for the occasion “Carnazzi filter”, which is none other than a Laguerre filter preceded by an estimation function of the Gamma parameterized by a period length. The estimation function is designed to be strongly correlated with what would be given by an ALMA.

Intuitively, I think that the calculation of the Delta correction factor can be computed more formally but this requires signal processing knowledge that I don’t have 🙂

Your comments/modifications on the Delta refinement are welcome 😉

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  1. Madrosat • 231 days ago #

    how do you use carnazzi filter in a strategy : smoothing , stop ,tendance

  2. Bruno Carnazzi • 90 days ago #

    I have completely revised the mathematical foundations of this tool and offer you the finalized version here: https://market.prorealcode.com/product/carnazzi-filter/

    Very hard to beat 🙂

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