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Thread: Laguerre RSI EA

  1. #1
    Administrator funyoo's Avatar
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    Default Laguerre RSI EA



    EA based on the famous Laguerre RSI indicator.

    Laguerre RSI goes in the indicators folder.

    EU H4. SL160 TP1000 MM true Risk 1.3. Since january 2008.

    Total net profit : 92.93%
    RDD : 29.37%
    Attached Images Attached Images Laguerre RSI EA-strategytester-laguerre-rsi-ea-eu-h4-mm-risk-1-3-sl160-tp1000-gif 
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  2. #2

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    GOOD EA,

    BUT PLEASE ADD A EMA FILTER.
    i.e: WHEN PRICE IS ABOVE MA=BUY AND BELOW=SELL, IF LAGUERE-RSI AGREES.

  3. #3
    Administrator funyoo's Avatar
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    Quote Originally Posted by TREND RIDER View Post
    GOOD EA,

    BUT PLEASE ADD A EMA FILTER.
    i.e: WHEN PRICE IS ABOVE MA=BUY AND BELOW=SELL, IF LAGUERE-RSI AGREES.
    Here is the ema filter version.
    Attached Files Attached Files

  4. #4

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    Quote Originally Posted by funyoo View Post
    Here is the ema filter version.
    THANKS, GOOD WORK. I WILL PUT IT TO FOWARD TEST AND SHOW RESULT LATTER.

  5. #5
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    Cool

    But in this example of you I recognizes several wrong signals. In my picture I marked these areas in each case by yellow rectangles. Only by the indicator "Laguerre_RSI" and a Moving average filter these false signals are not eliminateable....

    If one more exactly looks at the rectangles marked here, one sees that these false signals originate always during time phases more distinctive sidelong movements.

    Well possibly that one finds the good variant to the avoidance of these false signals by the application of an ADX filter (Moving average over the ADX line too)?? An other idea: use of a filter "Outbreak lowest volatility" (Bands, ATR etc.).
    Attached Images Attached Images Laguerre RSI EA-laguerre_rsi-jpg 
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    Last edited by Docron; 01-13-2009 at 02:18.

  6. #6
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    Default time filter

    Quote Originally Posted by funyoo View Post


    EA based on the famous Laguerre RSI indicator.

    Laguerre RSI goes in the indicators folder.

    EU H4. SL160 TP1000 MM true Risk 1.3. Since january 2008.

    Total net profit : 92.93%
    RDD : 29.37%
    You have maybe enabled the time filter ?

    Put 2 Level
    1. extern double LaguerreRSILevel1=0.75;
    2. extern double LaguerreRSILevel2=0.25;
    Last edited by bahaman; 10-10-2009 at 00:28.

  7. #7
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    I think an EMA slope will be useful here (if EMA is pointing down take short trades, and the opposite for long).

  8. #8
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    as a filter for LRSI, Laguerre filter would be the best!

    Code:
    //+------------------------------------------------------------------+
    //|                                               LaguerreFilter.mq4 |
    //|                                  Copyright  2006, Forex-TSD.com |
    //|                         Written by IgorAD,igorad2003@yahoo.co.uk |   
    //|            http://finance.groups.yahoo.com/group/TrendLaboratory |                                      
    //+------------------------------------------------------------------+
    #property copyright "Copyright  2006, Forex-TSD.com "
    #property link      "http://www.forex-tsd.com/"
    #property indicator_chart_window
    
    #property indicator_color1 Yellow
    
    //---- input parameters
    extern double    gamma      = 0.7;
    extern int       Price_Type = 0; 
    //---- buffers
    double Filter[];
    double L0[];
    double L1[];
    double L2[];
    double L3[];
    
    //+------------------------------------------------------------------+
    //| Custom indicator initialization function                         |
    //+------------------------------------------------------------------+
    int init()
    {
       IndicatorBuffers(5);
    //---- indicators
       SetIndexStyle(0, DRAW_LINE);
       SetIndexDrawBegin(0, 1);
    	SetIndexLabel(0, "LaguerreFilter");
    	SetIndexBuffer(0, Filter);
       SetIndexBuffer(1, L0);
       SetIndexBuffer(2, L1);
       SetIndexBuffer(3, L2);
       SetIndexBuffer(4, L3);
    //----
       string short_name="LaguerreFilter(" + DoubleToStr(gamma, 2) + ")";
       IndicatorShortName(short_name);
       return(0);
    }
    
    //+------------------------------------------------------------------+
    //| Custor indicator deinitialization function                       |
    //+------------------------------------------------------------------+
    int deinit()
    {
       return(0);
    }
    
    //+------------------------------------------------------------------+
    //| Custom indicator iteration function                              |
    //+------------------------------------------------------------------+
    int start()
    {
    	int    limit;
    	int    counted_bars = IndicatorCounted();
    	double CU, CD;
    	//---- last counted bar will be recounted
    	if (counted_bars>0)
    		counted_bars--;
    	else
    		counted_bars = 1;
    	limit = Bars - counted_bars;
    	//---- computations for RSI
    	for (int i=limit; i>=0; i--)
    	{
    		double Price=iMA(NULL,0,1,0,0,Price_Type,i);
    		
    		L0[i] = (1.0 - gamma)*Price + gamma*L0[i+1];
    		L1[i] = -gamma*L0[i] + L0[i+1] + gamma*L1[i+1];
    		L2[i] = -gamma*L1[i] + L1[i+1] + gamma*L2[i+1];
    		L3[i] = -gamma*L2[i] + L2[i+1] + gamma*L3[i+1];
    		
    		CU = 0;
    		CD = 0;
    		if (L0[i] >= L1[i])
    			CU = L0[i] - L1[i];
    		else
    			CD = L1[i] - L0[i];
    		if (L1[i] >= L2[i])
    			CU = CU + L1[i] - L2[i];
    		else
    			CD = CD + L2[i] - L1[i];
    		if (L2[i] >= L3[i])
    			CU = CU + L2[i] - L3[i];
    		else
    			CD = CD + L3[i] - L2[i];
    
    		if (CU + CD != 0)
    			Filter[i] = (L0[i] + 2 * L1[i] + 2 * L2[i] + L3[i]) / 6.0;
    	}
       return(0);
    }
    //+------------------------------------------------------------------+
    i give a fast try by modifying the Laguerre RSI EA (ema filter) above, to filter base on Laguerre.. iCustom(NULL,0,"Laguerre Filter",gamma,0,i) it gives better result than with MA filter ..

  9. #9
    Junior Member Vibes's Avatar
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    Default

    Thank you for this great site, i am very happy to found this page and i am learned a lot in this Time.
    Thank you very much Funyoo.

    I trade always manuell with the Laguerre Indicator, and i am happy to test it out.
    I changed the cross lines from 0.75 and 0.25 to 0.65 and 0.35 otherwise there are too much false signals.
    Of course the Laguerre Indicator is nothing else then MACD 5/13/1 or EMA 5/8 or also in a seperate Window the zero line cross of a SMA 1....But I like the Laguerre!
    Anyway the trees do not grow to the sky: It is a backtest over 3 Years!!!!
    1% Risk/Trade

    Good Luck Vibes
    Attached Images Attached Images Laguerre RSI EA-laguerre-30-1-100-gif 
    Last edited by Vibes; 03-03-2011 at 18:14.

  10. #10
    Brimspark
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    Hey, was wondering if the levels for the Laguerre trigger for trades could be modifiable.

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