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{
 	TASC SEPTEMBER 2025
	Continuation Index
	(C) 2025 John F. Ehlers
}
inputs:
	Gama( .8 ),
	Order( 8 ),
	Length( 40 );

variables:
	US( 0 ),
	LG( 0 ),
	Ref( 0 ),
	Variance( 0 ),
	CI( 0 );

//Ultimate Smoother
US = $UltimateSmoother(Close, Length / 2);
//Laguerre Filter
LG = $Laguerre(Close, Gama, Order, Length);
//Average the filter difference
Variance = Average(AbsValue(US - LG), Length);
//Double the normalized variance
if Variance <> 0 then 
	Ref = 2*(US - LG) / Variance;
//Compress using an Inverse Fisher Transform
CI = ( ExpValue(2 * Ref) - 1) / (ExpValue(2 * Ref) + 1);

plot1( CI );
Plot2( 0 );

Function: $Laguerre
{
 Laguerre Filter Function
 (C) 2005-2022 John F. Ehlers

 Usage: $Laguerre(Price, gama, Order, Length);
 ` gama must be less than 1 and equal to or greater
 than zero order must be an integer, 10 or less
}
inputs:
	Price( numericseries ),
	Gama( numericsimple ),
	Order( numericsimple ),
	Length( numericsimple );
	
variables:
	Count( 0 ),
	FIR( 0 );

arrays:
	LG[10, 2]( 0 );
	
//load the current values of the arrays to be the values 
// one bar ago
for count = 1 to order 
begin
	LG[count, 2] = LG[count, 1];
end;

//compute the Laguerre components for the current bar
for count = 2 to order
begin
	LG[count, 1] = -gama*LG[count - 1, 2] + LG[count - 1, 2]
	 + gama*LG[count, 2];
End;

LG[1, 1] = $UltimateSmoother(Price, Length);
//sum the Laguerre components
FIR = 0;
for count = 1 to order 
begin
	FIR = FIR + LG[count, 1];
end;

$Laguerre = FIR / order;

Function: $SuperSmoother
{
	UltimateSmoother Function
	(C) 2004-2025 John F. Ehlers
}

inputs:
	Price( numericseries ),
	Period( numericsimple );
	
variables:
	a1( 0 ),
	b1( 0 ),
	c1( 0 ),
	c2( 0 ),
	c3( 0 ),
	US( 0 );
	
a1 = ExpValue(-1.414*3.14159 / Period);
b1 = 2 * a1 * Cosine(1.414*180 / Period);
c2 = b1;
c3 = -a1 * a1;
c1 = (1 + c2 - c3) / 4;

if CurrentBar >= 4 then 
 US = (1 - c1)*Price + (2 * c1 - c2) * Price[1] 
 - (c1 + c3) * Price[2] + c2*US[1] + c3 * US[2];
 
if CurrentBar < 4 then 
	US = Price;

$UltimateSmoother = US;