Laguerre RSI (LRSI)

StratCraft indicator page for Laguerre-based momentum.

Route: /indicators/lrsi/

What It Does

LRSI is a Laguerre-filtered oscillator that behaves like an RSI variant with faster regime shifts and smoother swings.

Formula

LRSI uses a four-stage Laguerre recursion driven by gamma and normalizes the result into an oscillator between 0 and 1.

Parameters

  • period - default 6
  • gamma - default 0.5

C++23 API

#include <nonabt/indicators/lrsi.hpp>
auto lrsi = std::make_unique<nonabt::LRSI>(data().close(), 6, 0.5);

Common Usage

  • Treat readings near 1.0 as bullish and near 0.0 as bearish.
  • Use the midpoint as a regime switch or confirmation line.
  • Pair with Laguerre Filter or price structure for tighter timing.