NinjaTrader 8 Indicators and More - SuperSmoother Filter (amaSuperSmoother)
futures io

Categories Help    

NinjaTrader 8 Indicators and More
Indicators and Files in this section are compatible with NinjaTrader 8

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 
Suggest other entries I might like
Details: SuperSmoother Filter (amaSuperSmoother)
Category: NinjaTrader 8 Indicators and More 

October 21st, 2017
Size: 2.71 KB
Downloaded: 482 times

Keywords: butterworth filter iir poles supersmoother


Copyright © 2022 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada),
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.