Super Smoother Filter by John Ehlers

September 3rd, 2013, 10:11 PM

hi all

these are:

the Two-Pole Super Smoother Filter - ss2_b1
the Three-Pole Super Smoother Filter - ss3_b1

by John Ehlers, "Cybernetic Analysis of Stocks and Futures", Chapter 13 "Super Smoothers", figure 13.8 and figure 13.11.

September 3rd, 2013, 11:18 PM

Thanks for posting.

And for those who want to know how to properly use this, check Ehlers webinar on nexusfi.com (formerly BMT) here:

Fibonacci, Elliott Waves, Pivots, Murrey Math trading

I confess right from the start of this blog that math and I are sworn enemies.

A very large number of people are enfatic with their support of the fibonacci sequence (the golden ratio), Elliott Wave's, Pivot Points, Murrey Math, and value areas/points …

Mike

July 13th, 2014, 05:03 PM

Hi,

To be noted: the definition of the SuperSmoother has slightly evolved between Cybernetic Analysis for Stocks and Futures (the code above) and its most recent book Cycle analytics for traders.

In the last one, on p.33 of Chapter 3 :

Quoting

Having obtained good filtering with minimum delay and minimum delay distortion [with two-pole modified Butterworth filter], it is relatively easy to obtain zero in the transfer response at the Nyquist frequency by addind a two-element moving average in the numerator. The delay cost is only half a bar, and that cost seems worth it. By doing this, a filter called SuperSmoother is created. The equations foe the SuperSmoother are:

With respect to the code, you just have to replace

Code

coef1*sc.BaseData[Price.GetInputDataIndex()][sc.Index]

by

Code

0.5*coef1*( sc.BaseData[Price.GetInputDataIndex()][sc.Index] + sc.BaseData[Price.GetInputDataIndex()][sc.Index-1] )

Nicolas

July 14th, 2014, 05:48 AM

This modified definition of SuperSmoother was also the one given in John Ehlers' first webinar on nexusfi.com (formerly [AUTOLINK]BMT[/AUTOLINK]):

Nicolas

Super Smoother Filter by John Ehlers

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Super Smoother Filter by John Ehlers