RSI Laguerre self adjusting gamma with Fractals Energy

v10.3
RSI Laguerre self adjusting gamma with Fractals Energy

The Laguerre RSI technical indicator is a trend indicator based on a Laguerre filter.

The Laguerre indicator plots the weighted price trend line in a different window in the price graph window.

The Laguerre RSI indicator plots the weighted RSI indicator value filtered with a Laguerre filter. The gamma sensibility of the Laguerre filter is self adjusted with the “fractals energy” as the original author describes it.
This “energy” is the curve of yellow color, while the Laguerre RSI adjusted with this energy is the blue one.

Indicator translated from TOS code, requested on English forum.

 

Share this

Risk disclosure:

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.

ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

New! PRC is also now on YouTube, subscribe to our channel for exclusive content and tutorials

  1. Nicky9529 • 03/26/2017 #

    Merci Nicolas pour cet indicateur,
    Comme pour le RSI, J’aimerais pouvoir ajouter deux lignes max/min pour le gamma (basĂ©es sur l’historique des valeurs) afin de dĂ©terminer si l’on est en phase de trend exhaustion/range exhaustion. Comment faire?
    Nicolas
     

    • Nicolas • 03/26/2017 #

      C’est Ă  dire ? Une dĂ©tection des derniers plus haut et plus bas du gamma ? (la ligne jaune).

    • Nicky9529 • 03/26/2017 #

      Si l’indicateur n’est pas normĂ© (ou atteint rarement les limites), il faudrait deux lignes de sĂ©paration qui dĂ©termineraient, sur les n derniers mois,  les 10 % des valeurs les plus Ă©levĂ©s et plus basses afin de dĂ©tecter automatiquement ensuite les configurations “le ressort va bientĂ´t se dĂ©tendre”/”le mouvement s’essouffle”. Une sorte de canal du gamma mais dont les limites horizontales dĂ©pendent de l’historique des valeurs.

    • Nicolas • 03/26/2017 #

      Pour cela, il suffit d’intercaler ces lignes de codes Ă  la ligne 18 (sous le calcul de gamma):
      hh=highest[gammaP](gamma)*0.9
      ll=lowest[gammaP](gamma)*1.1
      et de remplacer la ligne 54 (RETURN) avec celle-ci :
      RETURN gamma coloured(200,200,0) as \"gamma\", lagRSI coloured(0,128,255) style(line,2) as \"Laguerre RSI self adjusting\", 0.2 style(dottedline,1) as \"oversold level\", 0.8 style(dottedline,1) as \"overbought level\", hh, ll
      J’ai introduit la variable “gammaP” qui permet de modifier Ă  convenance le retour en arrière pour dĂ©terminer les rĂ©sidus de la distribution du gamma entre les bornes hautes et basses de ce calcul. Il faudra donc bien entendu ajouter cette variable en externe pour la faire varier Ă  convenance. Bon amusement 🙂
       

    • Nicky9529 • 03/26/2017 #

      Mais j’y compte bien! Merci beaucoup Nicolas pour la solution.

  2. triss1965@gmail.com • 03/26/2017 #

    Hi Nicolas, why cant the codes copy and past in to prorealttime. I want to try, but I have no time to write the updates that done by others. I think that would be positive for everyone.
     
    Regars
    Eva

    • Nicolas • 03/26/2017 #

      Sorry I don’t understand? You can easily import any file of the library by downloading itf files and click import in prorealtime indicators list. 

  3. Fabio Anthony Terrenzio • 03/26/2017 #

    How can I trade with this “Yellow Energy”?

  4. owes29 • 03/26/2017 #

    Do a Youtube search for “Revolutionary Indicators Reveal Tops & Bottoms” it explains a very similar indicator, I’m not sure if I am allowed to post videos to the forum

  5. owes29 • 03/26/2017 #

    Hi
    is there anyway to develop this for the pro scanner on daily or hourly scans. so it would create an alert just before the signals are met.
    kind regards
    Lee

    • Nicolas • 03/26/2017 #

      Of course, please add a query in the proscreener forum.

avatar
Register or

Likes

avatar avatar avatar avatar avatar avatar avatar
Related users ' posts
Albaran Hi Vonasi, Could you explain what "$perc[a]" is? I tried to apply it but it keeps telling...
Nicolas Code compatible only with version 11, as it is written in bold in the text of this post: Thi...
Albaran Ah I had hoped it was a problem unrelated to the version of prorealtime! We'll keep waiting ...
Vonasi There are actually two ways to calculate standard deviations and I seem to have used the ver...
Rory Dryden Thank you. Experimenting with it now.
Vinks_o_7 Vonasi you're a beast !!! ;-)))
pableitor Amazing indicator , you are pushing PRT to the limit! But looking at the scatter its not c...
Vonasi I developed and tested on v11.1 - 1.8.0_202. All the array use in the code is very basic. Di...
Vonasi You can find the minor bug fix and new ITF file here: https://www.prorealcode.com/topic/eve...
Reddington Hi Vonasi! Really nice work, is it possible to re-create this to work in 10.3? Best regards ...
Zigo
4 months ago
Wolf Compilation by sinusoid concept is very interesting. Thanks
groen200 Hi Zigo can you make backtest from this indicator
rosario Good evening I would like to understand why it doesn't work for me. Rosary
Sapo Thank you very much. as always your indicators are extremely effective. kind regards Vonasi.
mitsu21 Hi, it looks nice. I'll try it tomorrow thank you for your share kind regards bruno
kj1988 Thank you Vonasi for sharing this indicator. Very useful as a comfirmation to the price act...
Bard Very interesting approach Vonasi! I'm getting a 404 error when trying to download though?
Vonasi I just tested and I was able to download with no error.
Psari Hi Vonasi, I am a newbie and was wondering whether you could possibly help me with this pro...
ggolfet Thanks Nicolas, I imported the itf file and solved the problem.
Hasardeur Hallo Nicolas, i tried to code the multi period heat map in combination with the Ehler’s ...
Nicolas Please open a new topic with the code in forum.
Marie-Eve Vergoz lorsque je copie les codes, le système me signale des erreurs à la ligne 12 et suivantes
Marie-Eve Vergoz sorry - tout est ok -
AlexF
12 months ago
Marcot18 Alex ti sei superato
AlexF Esagerato!
jobswaps Sube como trazar lineas de tendencias a tantas barras
Juanjo Hola, Buscando un sistema valido para operar el squeeze, he reprogramado el indicador para ...
mauro1966 BRAVO....
JackD I am getting a Syntex error when entering the code
sir_i Bonjour Ă  tous, Je suis nouveau sur le forum et sur la plateforme, pourriez-vous me dire com...
Nicolas Il faut simplement l'appliquer sur le prix.
sir_i Merci pour la réponse, je ne suis pas familier avec l'application de cette procédure simple,...
Nicolas Merci de poster la demande dans le forum des indicateurs prorealtime. Avec un titre explicit...
RV1974 Bonjour, j'ai une erreur Erreur sur ligne 48,49 62,63 et Fin de code non reconnu
Nicolas Afin d'éviter les mauvais copier/coller, il est toujours plus simple de télécharger le fichi...
Nicolas I can't remember, if you can't find it anywhere in forums, open a new topic if you want it t...
rastasam bonjour Nicolas, j'aimerais tout d'abord vous remercier pour tout ce que vous faite et j'ai...
Nicolas Il s'agit d'un indicateur, pour en faire une strategie de trading automatique, cela demande ...
mcha merci bien et félicitations pour la réactivité avec laquelle il a été mis dans la bibliothèq...
soulintact Great indicator Nicolas, thanks!
Nicolas Si ces variables ne sont pas utiles, il faut tout simplement les supprimer du programme.
souf Bonsoir Nicolas, Je te remercie d'avoir pris le temps de me répondre. J'ai essayé de s...
souf Hi Luxrun, I hope everything is OK for you. Did you succeed turning this indicator int...

Top