Concept
Laguerre Filter
Laguerre Filter is a Trend concept. The Library holds 3 implementations, each one a working definition you can pull into Quant.
Top Laguerre Filter indicators
3 total
What is a Laguerre Filter?
The Laguerre filter is a smoother John Ehlers built from the Laguerre transform, a mathematical basis that lets a filter spend its memory unevenly across time. Structurally it is a cascade of four one-pole stages sharing a single damping factor, gamma, between 0 and 1; the plotted line is a fixed 1-2-2-1 weighted blend of the four stage outputs. The warped time base samples recent bars finely and compresses older ones, so the design targets heavy smoothing from only four internal elements, aiming for less lag than a conventional average of similar smoothness.
Gamma is the only knob. At 0 the cascade collapses to a fixed weighted smoother of the last four bars; raising it stretches the effective lookback, adding smoothness and lag without adding stages. The same four-stage skeleton powers Laguerre RSI, which builds an RSI-style ratio from the differences between adjacent stages instead of plotting the blend.
How traders use it
- As a low-lag trend line: price above a rising filter reads as bullish bias, with crossovers traded the way EMA crosses are, accepting that the line still lags genuine turns.
- As the smoothing stage inside other studies, where its short internal length keeps derived oscillators responsive while stripping bar-to-bar noise.
- As a regime gate: a flat filter with price whipping across it marks chop where trend entries tend to fail, used much like an MA slope filter.
Related concepts · Digital filters & smoothers
Concept family
Trend
100 concepts mapped · 88 in the Library
Laguerre Filter FAQ
What does gamma control in a Laguerre filter?
Gamma is the damping factor shared by the four internal stages, running from 0 to 1. At 0 the filter reduces to a fixed smoother of the last four bars; raising gamma stretches the effective memory, so the line gets smoother and lag grows. Because gamma feeds every stage, small changes compound, and settings should be adjusted gradually and tested.
Is a Laguerre filter better than an EMA?
It is a different trade-off, not a strict upgrade. The design goal is more smoothing per unit of lag than a conventional average, and the line often looks steadier at comparable responsiveness. It still lags turns, still whipsaws in ranges, and its parameter is less intuitive than a length. Whether it improves a specific strategy is an empirical question for backtesting.
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Quant writes, tests, and refines it with you — then it runs on LuxAlgo charting or ports to TradingView.