This is my implementation as QC custom indicator of Laguerre Filter as defined by 

John F. Ehlers in `Cybernetic Analysis for Stock and Futures`, 

2004, published by Wiley. `ISBN: 978-0-471-46307-8

With a dumping factor gamma = 0, it can be considered as Finite Impulse Response (FIR) Filter, otherwise it is an Infinite Impulse Response (IIR) Filter.

Hope it will be useful in generating alphas on QuantConnect.