Laguerre RSI
RSI calculated over Laguerre-warped time for faster response.
Usage
Use as a faster lower-lag alternative to traditional RSI. Laguerre smoothing produces fewer whipsaws while remaining responsive to genuine momentum shifts.
Background
Ehlers constructs the Laguerre RSI in Cybernetic Analysis by computing RSI on the four outputs of a Laguerre filter bank. The result has RSI-like scaling (0 to 1) but dramatically less lag and smoother behaviour than conventional RSI.
Parameters
gamma(default: 0.5): Smoothing factor (0.0 to 1.0)
Formula
[ L_0 = (1 - \gamma) \cdot Close + \gamma \cdot L_{0,t-1} ] [ L_1 = -\gamma L_0 + L_{0,t-1} + \gamma L_{1,t-1} ] [ L_2 = -\gamma L_1 + L_{1,t-1} + \gamma L_{2,t-1} ] [ L_3 = -\gamma L_2 + L_{2,t-1} + \gamma L_{3,t-1} ] [ CU = \sum \max(L_{i} - L_{i+1}, 0) ] [ CD = \sum \max(L_{i+1} - L_{i}, 0) ] [ RSI = \frac{CU}{CU + CD} ]