OPEN-SOURCE SCRIPT

Laguerre Multi-Filter [DW]

已更新
This is an experimental study designed to identify underlying price activity using a series of Laguerre Filters.

Two different modes are included within this script:
-Ribbon Mode - A ribbon of 18 Laguerre Filters with separate Gamma values is calculated.
-Band Mode - An average of the 18 filters generates the basis line. Then, Golden Mean ATR over the specified sampling period multiplied by 1 and 2 are added and subtracted to the basis line to generate the bands.

Multi-Timeframe functionality is included. You can choose any timeframe that TradingView supports as the basis resolution for the script.

Custom bar colors are included. Bar colors are based on the direction of any of the 18 filters, or the average filter's direction in Ribbon Mode. In Band Mode, the colors are based solely on the average filter's direction.
版本注释
Updates:
I've refined the script structure to improve efficiency and reduce runtime.

ATR is now eliminated within this script and has been replaced with Average Laguerre True Range, which is calculated by applying the average Laguerre filter to True Range. This eliminates the need to choose an arbitrary sampling period and delivers more effective results.
bandsexperimentalfilterlaguerreMoving Averagesmulti-timeframeribbonTrend AnalysistruerangeVolatility

开源脚本

本着真正的TradingView精神,此脚本的作者已将其开源,以便交易者可以理解和验证它。向作者致敬!您可以免费使用它,但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。

想在图表上使用此脚本?


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