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 v6 · On the chart
Cubic Regression Moving Average
The Cubic Regression Moving Average calculates a fitted endpoint using a degree-three polynomial over a specified lookback period via normal equations solved by closed-form elimination.
GitHub stars47on the repository
Pine versionv6current
Lines of code277
Settings2inputs
LicenceMIT
Last update8 months ago28 Feb 2026
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above, or the copy button on the code below.
- 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
277 lines of Pine Script v6 from indicators/trends_FIR/crma.pine, published under MIT. Keep the author's credit and licence lines when you reuse it.
// The MIT License (MIT)
// © mihakralj
//@version=6
indicator("Cubic Regression Moving Average (CRMA)", "CRMA", overlay=true)
//@function Computes Cubic Regression Moving Average — fits a degree-3 polynomial
// y = a0 + a1*x + a2*x² + a3*x³ to the most recent `period` bars via
// normal equations solved by closed-form elimination, returns the fitted endpoint.
//@param source Series to analyze
//@param period Lookback window for the cubic regression
//@returns Fitted value at the most recent bar (x = 0)
//@reference Polynomial least-squares regression (degree 3), evaluated at endpoint
//@optimized O(period) per bar for accumulating sums; O(1) for solve
crma(series float source, simple int period) =>
if period < 4
runtime.error("Period must be at least 4 for cubic regression")
float price = nz(source)
// --- Circular buffer for rolling window ---
var array<float> buffer = array.new_float(period, na)
var int head = 0
array.set(buffer, head, price)
head := (head + 1) % period
int p = math.min(bar_index + 1, period)
if p < 4
price
else
// --- Accumulate power sums and cross-products ---
float s0 = 0.0
float s1 = 0.0
float s2 = 0.0
float s3 = 0.0
float s4 = 0.0
float s5 = 0.0
float s6 = 0.0
float r0 = 0.0
float r1 = 0.0
float r2 = 0.0
float r3 = 0.0
int idx = (head - 1 + period) % period
for i = 0 to p - 1
float val = array.get(buffer, idx)
float v = na(val) ? price : val
float x = float(i)
float x2 = x * x
float x3 = x2 * x
s0 += 1.0
s1 += x
s2 += x2
s3 += x3
s4 += x2 * x2
s5 += x2 * x3
s6 += x3 * x3
r0 += v
r1 += x * v
r2 += x2 * v
r3 += x3 * v
idx := (idx - 1 + period) % period
// --- Solve 4x4 via scalar Gaussian elimination with partial pivoting ---
// Row 0
float a00 = s0
float a01 = s1
float a02 = s2
float a03 = s3
float b0 = r0
// Row 1
float a10 = s1
float a11 = s2
float a12 = s3
float a13 = s4
float b1 = r1
// Row 2
float a20 = s2
float a21 = s3
float a22 = s4
float a23 = s5
float b2 = r2
// Row 3
float a30 = s3
float a31 = s4
float a32 = s5
float a33 = s6
float b3 = r3
// --- Column 0: partial pivoting among rows 0-3 ---
float best0 = math.abs(a00)
int piv0 = 0
if math.abs(a10) > best0
best0 := math.abs(a10)
piv0 := 1
if math.abs(a20) > best0
best0 := math.abs(a20)
piv0 := 2
if math.abs(a30) > best0
best0 := math.abs(a30)
piv0 := 3
// Swap pivot row with row 0
if piv0 == 1
float t0 = a00
float t1 = a01
float t2 = a02
float t3 = a03
float t4 = b0
a00 := a10
a01 := a11
a02 := a12
a03 := a13
b0 := b1
a10 := t0
a11 := t1
a12 := t2
a13 := t3
b1 := t4
else if piv0 == 2
float t0 = a00
float t1 = a01
float t2 = a02
float t3 = a03
float t4 = b0
a00 := a20
a01 := a21
a02 := a22
a03 := a23
b0 := b2
a20 := t0
a21 := t1
a22 := t2
a23 := t3
b2 := t4
else if piv0 == 3
float t0 = a00
float t1 = a01
float t2 = a02
float t3 = a03
float t4 = b0
a00 := a30
a01 := a31
a02 := a32
a03 := a33
b0 := b3
a30 := t0
a31 := t1
a32 := t2
a33 := t3
b3 := t4
bool singular = best0 < 1e-12
if not singular
// Eliminate column 0 from rows 1,2,3
float f1 = a10 / a00
a11 -= f1 * a01
a12 -= f1 * a02
a13 -= f1 * a03
b1 -= f1 * b0
a10 := 0.0
float f2 = a20 / a00
a21 -= f2 * a01
a22 -= f2 * a02
a23 -= f2 * a03
b2 -= f2 * b0
a20 := 0.0
float f3 = a30 / a00
a31 -= f3 * a01
a32 -= f3 * a02
a33 -= f3 * a03
b3 -= f3 * b0
a30 := 0.0
// --- Column 1: partial pivoting among rows 1-3 ---
float best1 = math.abs(a11)
int piv1 = 1
if math.abs(a21) > best1
best1 := math.abs(a21)
piv1 := 2
if math.abs(a31) > best1
best1 := math.abs(a31)
piv1 := 3
if piv1 == 2
float t1 = a11
float t2 = a12
float t3 = a13
float t4 = b1
a11 := a21
a12 := a22
a13 := a23
b1 := b2
a21 := t1
a22 := t2
a23 := t3
b2 := t4
else if piv1 == 3
float t1 = a11
float t2 = a12
float t3 = a13
float t4 = b1
a11 := a31
a12 := a32
a13 := a33
b1 := b3
a31 := t1
a32 := t2
a33 := t3
b3 := t4
singular := best1 < 1e-12
if not singular
// Eliminate column 1 from rows 2,3
float g2 = a21 / a11
a22 -= g2 * a12
a23 -= g2 * a13
b2 -= g2 * b1
a21 := 0.0
float g3 = a31 / a11
a32 -= g3 * a12
a33 -= g3 * a13
b3 -= g3 * b1
a31 := 0.0
// --- Column 2: partial pivoting among rows 2-3 ---
if math.abs(a32) > math.abs(a22)
float t2 = a22
float t3 = a23
float t4 = b2
a22 := a32
a23 := a33
b2 := b3
a32 := t2
a33 := t3
b3 := t4
singular := math.abs(a22) < 1e-12
if not singular
// Eliminate column 2 from row 3
float h3 = a32 / a22
a33 -= h3 * a23
b3 -= h3 * b2
a32 := 0.0
singular := math.abs(a33) < 1e-12
float result = price
if not singular
// Back-substitution
float c3 = b3 / a33
float c2 = (b2 - a23 * c3) / a22
float c1 = (b1 - a12 * c2 - a13 * c3) / a11
float c0 = (b0 - a01 * c1 - a02 * c2 - a03 * c3) / a00
result := c0
result
// ---------- Main loop ----------
// Inputs
i_period = input.int(14, "Period", minval=4)
i_source = input.source(close, "Source")
// Calculation
crma_value = crma(i_source, i_period)
// Plot
plot(crma_value, "CRMA", color=color.yellow, linewidth=2)
Overview
Cubic Regression Moving Average plots the resulting trend line directly on the price chart. Users can adjust the period lookback window and the input price source. The script includes initialization checks requiring a minimum period length and handles rolling data via a circular buffer.
- cubic regression calculation
- adjustable lookback period
- price source selection
- overlay trend plotting
Details
Published by
mihakralj on GitHub
Type
Indicator, Pine Script v6
Draws
On the price chart
Category
Trend, Moving averages
Markets
Any symbol
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.
Topics
pinescriptpinescript-indicatorstechnical-analysistradingview-indicators
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Period | int | 14 | i_period |
| Source | source | close | i_source |
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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