Adaptive Laguerre RSI (MT4)
Adaptive Laguerre RSI (ALRSI) applies Laguerre filtering to RSI and adapts its gamma/length to current volatility and trend state. The result is a smoother, timelier RSI with fewer whipsaws and clearer 0–100 regime reading in MetaTrader 4.
What it shows
- ALRSI line (0–100) with 20/80 or 30/70 zones.
- Adaptive behavior: gamma/length adjust to volatility to reduce noise without adding lag.
- Signals/markers (if enabled): crosses of 50, zone exits/entries, slope flips.
Trade ideas
- Regime follow: prefer longs while ALRSI holds > 50, shorts while < 50.
- Zone rotations: buy the first exit from oversold in an up‑bias; sell the first exit from overbought in a down‑bias.
- Pullback timing: in trends, enter when ALRSI hooks back in trend direction from the mid‑zone.
- (Optional) Divergence: price makes a new extreme while ALRSI doesn’t — early caution, confirm with PA.
Inputs that matter
- Base RSI period — sensitivity.
- Laguerre gamma / adaptive factor — smoothness vs responsiveness.
- Price source — Close/Typical/Weighted.
- Alerts — 50‑cross, zone touches, slope changes.
- Colors/widths — faster visual read.
Suggested usage
- M5–M15: intraday reversals and pullback timing.
- M30–H4: swing continuations with 50‑line filter.
- Daily+: portfolio regime/rotation filter.
Installation (MT4)
- Open MetaTrader 4 → File → Open Data Folder.
- Copy
adaptive-laguerre-rsi.ex4
to MQL4/Indicators. - Restart MT4 (or refresh Navigator) and attach Adaptive Laguerre RSI.
- Tweak inputs → OK.
FAQ
Does it repaint? No; values are calculated on closed bars.
Use in EAs? Yes, via iCustom
.
Markets? FX, indices, metals — anything in MT4.
Disclaimer: Test on a demo account first; risk management is essential.