Back to TS code links
    2-pole Super Smoother filter from John Ehlers
Back to Ehlers links


Anyone using information or codes on these pages does so at their own risk - no guarantees of stability or profitability are claimed. These codes are all for testing purposes only.

{2 Pole Super Smoother - //// From 'Cybernetic Analysis for Stocks and Futures' by John Ehlers //// code compiled by dn
} // plot on a subgraph separate from the price region.

Input: Price((H+L)/2), Period(15);
Var: a1(0), b1(0), coef1(0), coef2(0), coef3(0), Filt2(0);

a1=expvalue(-1.414*3.14159/Period);
b1=2*a1*Cosine(1.414*180/Period);
coef2=b1;
coef3=-a1*a1;
coef1=1-coef2-coef3;;
Filt2 = coef1*Price+coef2*Filt2[1]+coef3*Filt2[2];
If CurrentBar<3 then Filt2=Price;
Plot1(Filt2,"Filt2",black);