# Laguerre Filter

Laguerre Filter plots John Ehlers' four-stage cascade as a slope-colored trend line on price, its behavior set by a single Gamma damping factor (default 0.8) rather than a bar-count length. A price/filter gradient fill plus crossing and slope-turn alerts make it a drop-in trend baseline for crossover and pullback traders.

- Indicator in the LuxAlgo Library, by LuxAlgo, published Jun 18, 2026.
- Access: free.
- Concepts: [Laguerre Filter](https://www.luxalgo.com/library/concept/laguerre-filter/) (primary)
- Open on Vela: https://vela.luxalgo.com/chart?pineScriptCodeId=spjwo4lwo4qs2nxgdfoqx0j9
- Page: https://www.luxalgo.com/library/indicator/laguerre-filter/

**Laguerre Filter** is the clean single-line build of the [Laguerre filter](https://www.luxalgo.com/library/concept/laguerre-filter/): four of John Ehlers' one-pole filter stages chained in series and blended with fixed 1-2-2-1 weights into one smoothed line on price. A lone damping factor stands in for the usual bar-count length, the line colors by its slope, and every stage is seeded with the source itself so the cascade opens on real data instead of ramping up from zero.

## How to Trade the Laguerre Filter?

- **Price crossing the filter**: traded the way EMA crosses are - optional triangle markers, with crossing alerts armed either way.
- **Slope color**: a rising line under price sets the bullish bias; when the line flattens and price saws back and forth across it, trend entries are at their most failure-prone.
- **Gradient fill**: highlights how pullbacks within a trend repeatedly test the line as dynamic support or resistance.

Slope-turn alerts complement the crossings, flagging the moments the smoothed line itself changes direction rather than waiting for price to cross it.

## Laguerre Filter Settings

- **Source** (default close): the series being smoothed. Ehlers' published example feeds the bar midpoint; the close is the common charting default.
- **Gamma** (default 0.8): the filter's only knob, shared by all four stages. At 0 only the last four bars contribute, in a fixed weighting; raising it stretches the warped memory so smoothness and lag build together. Its effect compounds through the stages, so adjust gradually.
- **Slope Trend Coloring** (default on): direction-colored line; disable for the neutral color.
- **Price / Filter Gradient Fill** (default on) and **Price Crossing Markers** (default off): display toggles.

## Frequently Asked Questions

### What separates the Laguerre Filter from the Laguerre RSI?

They share the identical four-stage cascade but read it differently: this build draws the blended stage outputs as a trend line on the price scale, while the [Laguerre RSI](https://www.luxalgo.com/library/indicator/laguerre-rsi/) measures the gaps between successive stages and folds them into a bounded oscillator - a momentum question rather than a trend one.

### How should I set Gamma?

0.8 is Ehlers' published example setting and a solid trend-following default. Lower values track price more closely for faster tactics; higher values approach a slow baseline. Since one parameter governs the whole cascade, change it in small increments.

### Why use it instead of a conventional moving average?

The warped time base is the argument: recent bars are sampled finely while older ones compress into a decaying summary, a memory allocation a plain average cannot make with any length. It remains a smoother, though - it still lags genuine turns.

## Related indicators

- [Chebyshev Filters](https://www.luxalgo.com/library/indicator/chebyshev-filters/) (Trend): markdown at https://www.luxalgo.com/library/indicator/chebyshev-filters.md
- [Elliptic Filter](https://www.luxalgo.com/library/indicator/elliptic-filter/) (Trend): markdown at https://www.luxalgo.com/library/indicator/elliptic-filter.md
- [Gaussian Filter](https://www.luxalgo.com/library/indicator/gaussian-filter/) (Trend): markdown at https://www.luxalgo.com/library/indicator/gaussian-filter.md
- [Swiss Army Knife Filter](https://www.luxalgo.com/library/indicator/swiss-army-knife-filter/) (Trend): markdown at https://www.luxalgo.com/library/indicator/swiss-army-knife-filter.md
- [Ehlers SuperSmoother](https://www.luxalgo.com/library/indicator/ehlers-supersmoother/) (Trend): markdown at https://www.luxalgo.com/library/indicator/ehlers-supersmoother.md
- [Ehlers Instantaneous Trendline](https://www.luxalgo.com/library/indicator/ehlers-instantaneous-trendline/) (Trend): markdown at https://www.luxalgo.com/library/indicator/ehlers-instantaneous-trendline.md
- [Whittaker Envelope](https://www.luxalgo.com/library/indicator/whittaker-envelope/) (Whittaker–Henderson Smoother): markdown at https://www.luxalgo.com/library/indicator/whittaker-envelope.md
- [Percentile Nearest Rank Using Arrays](https://www.luxalgo.com/library/indicator/percentile-nearest-rank-using-arrays/) (Order-statistic Filters): markdown at https://www.luxalgo.com/library/indicator/percentile-nearest-rank-using-arrays.md

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Source: https://www.luxalgo.com/library/indicator/laguerre-filter/ (LuxAlgo Library). Free to use with attribution: https://www.luxalgo.com/library/license/
