# Laguerre Filter (LAGF)

> QuantNexus indicator page for Laguerre smoothing.

**Route**: `/quantnexus/indicators/lagf/`

## What It Does

LAGF applies a recursive Laguerre-style smoothing chain to price and produces a filtered line that reacts faster than a simple moving average.

## Formula

`L0 = (1 - gamma) * Price + gamma * L0_prev`  
`L1 = -gamma * L0 + L0_prev + gamma * L1_prev`  
`L2 = -gamma * L1 + L1_prev + gamma * L2_prev`  
`L3 = -gamma * L2 + L2_prev + gamma * L3_prev`  
`Laguerre Filter = (L0 + 2*L1 + 2*L2 + L3) / 6`

## Parameters

- `period` - default `14`
- `gamma` - default `0.5`

## C++23 API

```cpp
#include <nonabt/indicators/lagf.hpp>
auto lagf = std::make_unique<nonabt::LAGF>(data().close(), 14, 0.5);
```

## Common Usage

- Use filter turns as trend-change cues.
- Combine with price crossovers for cleaner entries.
- Useful when you want smoother output without losing too much responsiveness.