MAs obtained using a Laguerre filter tend to have much lower lag than MAs obtained from an SMA or EMA.
Use cases: - Identify market regime (BULL vs BEAR) - Smooth out a noisy signal (e.g. apply to RSI, prices, log returns, variance, etc) without adding excessive lag
Highlight based on: - Smoothed indicator > or < 0 - Derivative of the indicator ("speed") > or < 0 - Second derivative of the indicator ("acceleration" or "momentum") > or < 0