OPEN-SOURCE SCRIPT

Ehler's Super Smoother 2 and 3 pole (properly initialized)

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John Ehlers' Super Smoother 2 and 3 pole - properly initialized

stockspotter.com/files/Predic...

Failure to properly initialize early values of the super smoother will result in misleading values early in the output.
Because the SS is an IIR ( infinite impulse response) filter, this error can ring in the filter for a long time, but
is extremely evident in the first 2*len bars.

This is an implementation if the 2 and 3 pole SS filter, with special attention to initializing the early values.

It uses (src+scr)/2 per Ehlers but contains code to just use src if you prefer to calculate that outside
the function as everget does in his SS here:
Ehlers Super Smoother Filter

there is code included to make that change.

Many thanks to everget for his terrific implementations of much of John Ehlers' work. It has been tremendously helpful to me.

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