RSI Laguerre self adjusting gamma with Fractals Energy

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.


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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. 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 • 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):
      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. • 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.

    • 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 #

    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

    • Nicolas • 03/26/2017 #

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

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