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SuperSmoother Filter (amaSuperSmoother) 5 *
Version 1.0 March 12, 2017

These are the 2 pole and 3 pole Super Smoother Filters, which are derived from digital Butterworth Filters. They were first described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures". I have ported them from Easy Language to NinjaTrader.

The chart shows that the 2 pole super smoother filter (firebrick) gives a better approximation for price while the 3 pole filter (blue) offers superior smoothing.

To emulate the original SuperSmoother presented by John F. Ehlers, please select the PriceType "Median" as Input Series.


Category NinjaTrader 8 Indicators and More 
 
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Details: SuperSmoother Filter (amaSuperSmoother)
Category: NinjaTrader 8 Indicators and More 


October 21st, 2017
Size: 2.71 KB
Downloaded: 529 times

Keywords: butterworth filter iir poles supersmoother
Comments/ratings
5 * Buscador October 25th, 2017 10:01 AM
Thanks
5 * lewtamarilla April 13th, 2022 06:50 PM
Thank you!

 
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