The Adaptive Laguerre Filter calculates a smoothed, dynamically adjusted trendline plotted directly on the main price chart. It dynamically adjusts its damping factor (alpha) based on recent price range variations and median percentile calculations over a spec
Indicator · Pine Script v5 · On the chart
C.OG - Euribor vs SOFR Rate Spread
Plots the spread between a Euribor futures contract and a SOFR futures contract, optionally converted to implied rates by subtracting price from 100.
GitHub stars1on the repository
Pine versionv5runs as is
Lines of code120
Settings17inputs
LicenceNone stated
Last updateyesterday28 Oct 2026
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above. It reads the file straight from GitHub.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.
Source Code
The code stays on GitHub. The author has not published this script under an open licence, so ForexR does not show its code. Copy script reads the file straight from GitHub into your clipboard, so you can still try it on your own chart. Ask the author before reusing the code anywhere else.
Overview
Settings choose the contracts, data timeframe, price source, sign inversion, basis point display and EMA smoothing. A scale and offset map the line onto the chart, either manually or by an auto-fit over recent bars, with an optional forward projection and value label. It draws on the price chart as an overlay and depends on the user having data for the chosen futures.
- Euribor and SOFR futures spread
- Conversion of price to implied rate
- Manual or auto-fit scale and offset
- Optional EMA smoothing
- Forward projection option
Details
Published by
rellis3 on GitHub
Type
Indicator, Pine Script v5
Draws
On the price chart
Markets
Indices
Timeframes
Any timeframe
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| EUR leg (Euribor) | symbol | ICEEUR:I2! | eurSym |
| USD leg (SOFR) | string | Custom | usdMode |
| Custom SOFR contract | symbol | CME:SR3U2026 | usdCust |
| Data timeframe | timeframe | D | tfIn |
| Price source | string | close | srcSel |
| Convert price -> implied rate (100 - price) | bool | true | asRate |
| Invert sign (SOFR - Euribor) | bool | false | invert |
| Express in basis points | bool | false | inBps |
| Smoothing (EMA length, 1 = off) | int | 1 | smooth |
| Mapping | string | Manual | mapMode |
| Scale | float | 0.2 | scale |
| Offset | float | 1.445 | offset |
Show all 17 settings
| Setting | Type | Default | Variable |
|---|---|---|---|
| Auto-fit lookback (chart bars) | int | 250 | fitLen |
| Projection (t + days) | float | 1.0 | leadDays |
| Line colour | color | color.blue | lineCol |
| Line width | int | 2 | lineW |
| Show value label | bool | true | showLbl |
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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