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yatrader2
24 מרץ 2019 19:39

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

U.S. Dollar/Japanese YenFXCM

תיאור

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: tradingview.com/script/VdJy0yBJ-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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