Hi,

Does anyone know how you could modify the code of this indicator to parameterize the gamma you want as you can do that in the version of this indicator in metatrader4?
for example, gamma = 0.7

https://www.prorealcode.com/prorealtime-indicators/laguerre-filter-price/ (link to the original indicator PRT)

Laguerre Filter price ProRealTime

//parameters :
//length = 20
//Elements = 5
 
Price = (High+Low+Open+Close)/4
 
Diff = ABS(Price - Filt[1])
HH = Diff
LL = Diff
FOR count = 0 TO Length - 1
 IF Diff[count] > HH THEN
  HH = Diff[count]
 ENDIF
 IF Diff[count] < LL THEN
  LL = Diff[count]
 ENDIF
NEXT
 
If Barindex > Length AND HH - LL <> 0 THEN
 Calcul = (Diff - LL) / (HH - LL)
 // Calculate MEDIAN with 5 Elements. Vary at will 
 Data = Calcul
 NrElements = Elements
 FOR X = 0 TO NrElements-1
  M = Data[X]
  SmallPart = 0
  LargePart = 0
 FOR Y = 0 TO NrElements-1
  IF Data[Y] < M THEN
   SmallPart = SmallPart + 1
  ELSIF Data[Y] > M THEN
   LargePart = LargePart + 1
  ENDIF
  IF LargePart = SmallPart AND Y = NrElements-1 THEN
   Median = M
   BREAK
  ENDIF
 NEXT
NEXT
 
alpha = Median
 
L0 = alpha*Price + (1 - alpha)*L0[1]
L1 = -(1 - alpha)*L0 + L0[1] + (1 - alpha)*L1[1]
L2 = -(1 - alpha)*L1 + L1[1] + (1 - alpha)*L2[1]
L3 = -(1 - alpha)*L2 + L2[1] + (1 - alpha)*L3[1]
 
FILT = (L0 + 2*L1 + 2*L2 + L3) / 6
ENDIF
 
 
IF Barindex < 1 THEN
 FILT = Price
ENDIF
 
RETURN Filt AS "Laguerre1"

Laguerre Filter price MetaTrader4

//+------------------------------------------------------------------+
//|                                               LaguerreFilter.mq4 |
//|                                  Copyright © 2006, Forex-TSD.com |
//|                         Written by IgorAD,igorad2003@yahoo.co.uk |   
//|            http://finance.groups.yahoo.com/group/TrendLaboratory |                                      
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Forex-TSD.com "
#property link      "http://www.forex-tsd.com/"
#property indicator_chart_window

#property indicator_color1 Yellow

//---- input parameters
extern double    gamma      = 0.7;
extern int       Price_Type = 0; 
//---- buffers
double Filter[];
double L0[];
double L1[];
double L2[];
double L3[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
{
   IndicatorBuffers(5);
//---- indicators
   SetIndexStyle(0, DRAW_LINE);
   SetIndexDrawBegin(0, 1);
	SetIndexLabel(0, "LaguerreFilter");
	SetIndexBuffer(0, Filter);
   SetIndexBuffer(1, L0);
   SetIndexBuffer(2, L1);
   SetIndexBuffer(3, L2);
   SetIndexBuffer(4, L3);
//----
   string short_name="LaguerreFilter(" + DoubleToStr(gamma, 2) + ")";
   IndicatorShortName(short_name);
   return(0);
}

//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
{
   return(0);
}

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
{
	int    limit;
	int    counted_bars = IndicatorCounted();
	double CU, CD;
	//---- last counted bar will be recounted
	if (counted_bars>0)
		counted_bars--;
	else
		counted_bars = 1;
	limit = Bars - counted_bars;
	//---- computations for RSI
	for (int i=limit; i>=0; i--)
	{
		double Price=iMA(NULL,0,1,0,0,Price_Type,i);
		
		L0[i] = (1.0 - gamma)*Price + gamma*L0[i+1];
		L1[i] = -gamma*L0[i] + L0[i+1] + gamma*L1[i+1];
		L2[i] = -gamma*L1[i] + L1[i+1] + gamma*L2[i+1];
		L3[i] = -gamma*L2[i] + L2[i+1] + gamma*L3[i+1];
		
		CU = 0;
		CD = 0;
		if (L0[i] >= L1[i])
			CU = L0[i] - L1[i];
		else
			CD = L1[i] - L0[i];
		if (L1[i] >= L2[i])
			CU = CU + L1[i] - L2[i];
		else
			CD = CD + L2[i] - L1[i];
		if (L2[i] >= L3[i])
			CU = CU + L2[i] - L3[i];
		else
			CD = CD + L3[i] - L2[i];

		if (CU + CD != 0)
			Filter[i] = (L0[i] + 2 * L1[i] + 2 * L2[i] + L3[i]) / 6.0;
	}
   return(0);
}
//+------------------------------------------------------------------+

Many thanks