Traders' Tips from TASC Magazine

Laguerre Filter

g:=0.8;
L0:=((1-g)*MP()) + (g*PREV);
L1:=(-g*L0) + Ref(L0,-1) + (g*PREV);
L2:=(-g*L1) + Ref(L1,-1) + (g*PREV);
L3:=(-g*L2) + Ref(L2,-1) + (g*PREV);

(L0 + (2*L1) + (2*L2) + L3)/6


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