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.

Thanks for posting.

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

https://nexusfi.com/webinars/june12_2013/john_ehlers_effective_indicators/

Mike

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

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


Nicolas