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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
SuperSmoother Filter 5 *
Exported using NT Version 7.0.1000.2


These are the 2 pole and 3 pole Super Smoother Filters, which were described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures". Ported from Easy Language to NinjaTrader.

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


Category NinjaTrader 7 Indicators 
 
Suggest other entries I might like
Details: SuperSmoother Filter
Category: NinjaTrader 7 Indicators 


February 11th, 2011
Size: 2.31 KB
Downloaded: 1196 times

Keywords: movingaverage signalprocessing supersmoother
 


 
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