Bob McFarland Elite    Posts: 669 Joined: 3/22/2006 Location: Georgetown, TX  User Profile | Yes I wrote sysLaguerreRSI but it is derived from indLaguerreRSI which is in Ehlers book "Cybernetic Analysis for Stocks and Futures". I simply took his comment in the text to go Short when LRSI goes below .8 and Long when it goes above .2 and then added some more code to reverse the trade if there is a whipsaw (i.e. it crosses under .8 but doesn't go below .2 but instead rises back above .8 etc.). I wouldn't be surprised if others may have easily had the same idea reading the book. Regardless, yes I wrote it and posted it in this forum for OmniTrader Pro users. Bob | |
