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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/oscillators/lrsi/Lrsi.md
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| **PineScript** | [lrsi.pine](lrsi.pine) |
- Laguerre RSI is an adaptive oscillator invented by John Ehlers that replaces standard RSI's Wilder-smoothed gain/loss averages with a 4-stage casca...
- Parameterized by `gamma` (default 0.5).
- Output range: Varies (see docs).
- Requires `4` bars of warmup before first valid output (IsHot = true).
- **Similar:** [RSI](../../momentum/rsi/Rsi.md), [Fisher](../fisher/Fisher.md) | **Complementary:** Volume | **Trading note:** Laguerre RSI by Ehlers; applies Laguerre filter to RSI calculation. Faster response, fewer whipsaws.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Laguerre RSI is an adaptive oscillator invented by John Ehlers that replaces standard RSI's Wilder-smoothed gain/loss averages with a 4-stage cascaded Laguerre filter. A single γ (gamma) parameter controls the entire responsiveness-smoothness trade-off. Output is dimensionless, always in [0, 1]. No period selection required.
@@ -168,4 +166,4 @@ No external C# library implements Laguerre RSI. Validation protocol:
- Ehlers, J.F. (2004). *Cybernetic Analysis for Stocks and Futures*. Wiley. Chapter 14.
- Ehlers, J.F. (2001). *Rocket Science for Traders*. Wiley. Chapter 9 (Laguerre filter foundations).
- Vaidyanathan, P.P. (1993). *Multirate Systems and Filter Banks*. Prentice Hall. (All-pass lattice structures.)
- Vaidyanathan, P.P. (1993). *Multirate Systems and Filter Banks*. Prentice Hall. (All-pass lattice structures.)