Thank you very much for your help 

I've tried to implement LaguerreFilter myself, so I took one of the filters that looks somewhat similar and was already in Custom Indicators. I took Vidya Moving Average and reimplemented Calculate method to match mql4 implemenation found here: http://forex-indicators.net/mt4-indicators/laguerre-rsi

It almost works

The indicator itself is pretty similar to what I get in mt4, but the last bars are broken: https://skitch.com/drogus/8nihe/windowsxp-snapshot-1-running

Could you guys help me to figure out what's wrong? I've attached my version of the script. Some code is commented, I will get back to it when the indicator works.

Nice indi you've got there

I found a source from my archive, threw it together following its lead, not sure if it's identical to yours, nevertheless the indi is attached, cross-referenced with MT->passed my test, values match. If you don't like my wording in the indi, do whatever you feel needs to be done - replace, change, etc.

Knock yourself out!

PS: Don't be sorry for your posts, it's a forum!

Can anyone give me the minimum and maximum values of gamma? I've made a mistake in that area, at least I bloody hell hope it's the gamma.

Hi Drogus
thanks for posting,
I took a quick look at your code, and i think the line 143 might be your problem
for (int iBar = Bars - 2; iBar > 0; iBar--)
i am not an expert but this is more what they do in C+, count backwards.
I think what is happening  is that by setting your maximum  iBar to  2 bars smaller than full set, you might be having a "0" number showing  somewhere in the calculation. this in turn would drop your average down fast....
I will play with it later to see if i can understand the calculations and maybe correct the math.
(as i said i am just a novice trying to learn so this might not be the problem)