Category Oscilators  Published on 03/04/2023

RSI Laguerre

Description

The RSI Laguerre in Ehlers book.

SourceType:

  • HL2: (High + Low) / 2
  • HLC3: (High + Low + Close) / 3
  • Close
  • Custom: selectable source.

CustomSource: the source to be used if SourceType is Custom.

Gamma: parameter for Laguerre filter. [0, 0.99].

The Oscillator ran in range [-1, 1]. It tackles Cycle market well. 

 


using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using LittleTrader;
using LittleTrader.Ehlers;
using LittleTrader.Extensions;

namespace cAlgo
{
    [Indicator(AccessRights = AccessRights.None)]
    public class LT_Ind_EhlersRSILaguerre : Indicator
    {
        [Parameter("SourceType", DefaultValue = SourceTypes.HLC3)]
        public SourceTypes SourceType { get; set; }
        [Parameter("CustomSource")]
        public DataSeries CustomSource { get; set; }

        [Parameter(DefaultValue = 0.5)]
        public double Gamma { get; set; }

        [Output("RSI", LineColor = "Purple")]
        public IndicatorDataSeries RSI { get; set; }

        EhlersRSILaguerreFilter _rsiFilt;
        protected override void Initialize()
        {
            var u = new IndUtils() { Bars = Bars, SourceType = SourceType, CustomSource = CustomSource };
            _rsiFilt = new EhlersRSILaguerreFilter(u.GetSource(), RSI, Gamma, CreateDataSeries);

        }

        public override void Calculate(int index)
        {
            _rsiFilt.Calculate(index);
        }
    }


}

dhnhuy's avatar
dhnhuy

Joined on 03.04.2023

  • Distribution: Free
  • Language: C#
  • Trading platform: cTrader Automate
  • File name: LT_Ind_EhlersRSILaguerre.algo
  • Rating: 0
  • Installs: 474
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