Laguerre RSI Pass Node
Laguerre RSI — Series Input
Overview
The Laguerre RSI Pass Node computes the Laguerre RSI on a series input. It applies 4-pole Laguerre filtering to derive an RSI-like oscillator with significantly less lag than standard RSI for equivalent smoothness.
Developed by John Ehlers, the Laguerre RSI uses the same four-pole recursive structure as the Laguerre Filter but normalizes the gain and loss components in the same way as RSI — producing a bounded [0, 1] oscillator. A gamma of 0.5 is the classic Ehlers recommendation, balancing responsiveness and smoothness.
Formula
Parameters
| Parameter | Default | Description |
|---|---|---|
| gamma | 0.5 | Damping coefficient (0–1). Higher = smoother, more lag; lower = more reactive |
Inputs & Outputs
| Slot | Direction | Type | Description |
|---|---|---|---|
| input | Input | { values, timestamps } | Price or any numeric series |
| values | Output | number[] | Laguerre RSI values in [0, 1]; valid from bar 0 |
| timestamps | Output | number[] | Unix timestamps aligned to input |
Use Cases
Fast Overbought / Oversold Detection
Use thresholds of 0.8/0.2 (or 0.7/0.3) for overbought/oversold signals. Laguerre RSI reaches extremes faster than standard RSI, making it effective on shorter timeframes.
Scalping on Short Timeframes
On 1-minute or 5-minute bars, Laguerre RSI with gamma=0.3–0.4 is highly responsive to micro-cycle reversals that standard 14-period RSI misses entirely.
Ehlers-Based Systems
Combine with the Laguerre Filter at the same gamma — use the filter for trend direction and the Laguerre RSI for timing entries within that trend.
Tips & Best Practices
Output Scale
Laguerre RSI outputs [0, 1] — not [0, 100] like standard RSI. Apply threshold comparisons accordingly: 0.8 for overbought, 0.2 for oversold (equivalent to RSI 80/20).
Gamma vs Period Equivalence
A rough equivalence: gamma=0.5 corresponds to roughly an 8-period RSI in smoothness, while gamma=0.8 is closer to a 20-period RSI. Adjust based on desired responsiveness.
No Warm-Up Advantage
Like all Laguerre-based indicators, this produces valid output from bar 0 — eliminating the costly warm-up period required by standard RSI or EMA-based oscillators.