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
|
|
|
View Download Details