Super Smoother Filter by John Ehlers - Sierra Chart | futures io social day trading
futures io futures trading


Super Smoother Filter by John Ehlers
Updated: Views / Replies:3,783 / 3
Created: by slickiam Attachments:6

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Super Smoother Filter by John Ehlers

  #1 (permalink)
Elite Member
Tomsk, Russia
 
Futures Experience: Beginner
Platform: custom
Favorite Futures: gold
 
slickiam's Avatar
 
Posts: 253 since Dec 2010
Thanks: 131 given, 427 received

Super Smoother Filter by John Ehlers

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.

Scientia Libertas Prosperitas
Attached Files
Register to download File Type: cpp ss2_b1.cpp (1.3 KB, 111 views)
Register to download File Type: dll ss2_b1.dll (40.0 KB, 67 views)
Register to download File Type: cpp ss3_b1.cpp (1.4 KB, 73 views)
Register to download File Type: dll ss3_b1.dll (40.5 KB, 69 views)
Reply With Quote
The following 9 users say Thank You to slickiam for this post:
 
  #2 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,218 received

Thanks for posting.

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

https://futures.io/webinars/june12_2013/john_ehlers_effective_indicators/

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following 4 users say Thank You to Big Mike for this post:
 
  #3 (permalink)
Elite Member
near Paris, France
 
Futures Experience: Beginner
Platform: -
Favorite Futures: -
 
Nicolas11's Avatar
 
Posts: 1,070 since Aug 2011
Thanks: 2,232 given, 1,729 received


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:
Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

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


Last edited by Nicolas11; July 13th, 2014 at 06:09 PM.
Reply With Quote
The following 2 users say Thank You to Nicolas11 for this post:
 
  #4 (permalink)
Elite Member
near Paris, France
 
Futures Experience: Beginner
Platform: -
Favorite Futures: -
 
Nicolas11's Avatar
 
Posts: 1,070 since Aug 2011
Thanks: 2,232 given, 1,729 received

This modified definition of SuperSmoother was also the one given in John Ehlers' first webinar on futures.io (formerly BMT):
Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


Nicolas

Reply With Quote

Reply



futures io > > > > Super Smoother Filter by John Ehlers

« FlexRenko | Step MA »
Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Webinar: John Ehlers on Indicators for Effective Trading Strategies Big Mike Traders Hideout 65 July 12th, 2017 09:38 AM
John Ehlers Zero Lag ebtrader ThinkOrSwim Programming 3 April 2nd, 2017 10:49 PM
Center of Gravity by John Ehlers Silvester17 NinjaTrader 10 June 9th, 2014 05:45 PM
John Ehlers traderwerks Traders and Trading Methods 0 August 22nd, 2013 11:59 PM
Help With EasyLanguage Notation of John Ehlers 4 Pole Gaussian Filter cameroon ThinkOrSwim Programming 1 May 16th, 2012 10:19 AM


All times are GMT -4. The time now is 12:31 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
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.
no new posts
Page generated 2017-12-11 in 0.08 seconds with 20 queries on phoenix via your IP 107.20.115.174