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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/filters/agc/Agc.md
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| **PineScript** | [agc.pine](agc.pine) |
- The Automatic Gain Control normalizes any oscillating signal to the \[-1, +1\] range through exponential peak tracking.
- Parameterized by `decay` (default 0.991).
- Output range: [-1, +1] (normalized amplitude).
- Requires `1` bar of warmup before first valid output (IsHot = true).
- **Similar:** [Kalman](../kalman/Kalman.md), [LMS](../lms/Lms.md) | **Complementary:** ATR for volatility context | **Trading note:** Automatic Gain Control; normalizes signal amplitude adaptively.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
## Introduction
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## References
- Ehlers, J. F. "The Universal Oscillator." *Technical Analysis of Stocks & Commodities*, January 2015.
- Ehlers, J. F. *Cycle Analytics for Traders*. Wiley, 2013.
- Ehlers, J. F. *Cycle Analytics for Traders*. Wiley, 2013.