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

#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.