Ehlers 2 Pole Super Smoother Filter V1 [CC]The 2 Pole Super Smoother Filter was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pg 202) and this one of his filters that follows the price very closely. I would recommend to change the default settings to what fits your trading style the best. Buy when the indicator line turns green and sell when it turns red.
Let me know if there are other scripts you would like to see or if you want something custom done!
Supersmoother
Roofing Filter [DW]This is an experimental study built on the concept of using roofing filters on price data proposed by John Ehlers.
Roofing filters are a type of bandpass filter conventionally used in HF radio receivers in the first IF stage to limit the frequency spectrum passed on to later stages in the receiver.
The goal in applying roofing filters to a price signal is to simultaneously attenuate high frequency noise and low frequency distortion to pass an oscillating signal with a nearly zero mean for analysis and/or further calculation.
In this study, there are three filter types to choose from:
-> Ehlers Roofing Filter, which passes data through a 2 pole high pass filter, then through a Super Smoother filter.
-> Gaussian Roofing Filter, which passes data through a 2 pole Gaussian high pass filter, then through a 2 pole Gaussian low pass filter.
-> Butterworth Roofing Filter, which passes data through a 2 pole Butterworth high pass filter, then through a 2 pole Butterworth low pass filter.
Each filter type has different amplitude and delay characteristics, so play around with each type and see which response suits your needs best.
There is an option to normalize the scale of the output as well. The normalization process in this script is computed by comparing positive and negative outputs to the filter's moving RMS value.
The resulting oscillator can be fed through numerous conventional indicators including Stochastic Oscillator, RSI, CCI, etc. to generate smoother, less distorted indicators for a clearer view of turning points.
Alternatively, it can also act as an indicator itself, as implied by the corresponding color scheme included in the script.
Although roofing filters are not conventionally used in the analysis of market data, applying such spectral analysis techniques may prove to be quite useful for the design of more efficient indicators and more reliable predictions.
Ehler's Super Smoother 2 and 3 pole (properly initialized)John Ehlers' Super Smoother 2 and 3 pole - properly initialized
www.stockspotter.com
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:
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.
Ehlers Smoothed Adaptive MomentumEhlers Smoothed Adaptive Momentum script.
This indicator was developed and described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures" (2004, Chapter 12: Adapting to the Trend).
Ehlers Fisherized Deviation-Scaled OscillatorEhlers Fisherized Deviation-Scaled Oscillator script.
This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:11: Probability - Probably A Good Thing To Know).
Ehlers StochasticEhlers Stochastic script.
This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 32:1: Predictive And Successful Indicators).
Ehlers Roofing FilterEhlers Roofing Filter script.
This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 32:1: Predictive And Successful Indicators).
Ehlers Super Smoother FilterEhlers Super Smoother Filter script.
This indicator was originally developed by John F. Ehlers (see his book `Cybernetic Analysis for Stocks and Futures`, Chapter 13: `Super Smoothers`).
Ehlers Deviation-Scaled Moving Average (DSMA)Ehlers Deviation-Scaled Moving Average indicator script.
This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:8: The Deviation-Scaled Moving Average).
Fisher Transform SuperSmoothed MACD // This is a modification of Supersmoothed MACD (created by KIVANC using EHLERS' SUPER SMOOTHER FILTER) and sharpenned with Ehler fisher transform
//all lengths and parameters are completely configurable, tune the length according to your instrument
//give me what you think
Rocket RSIRocket RSI indicator script.
This indicator was originally developed by John Ehlers (Stocks & Commodities V.36:6, RocketRSI - A Solid Propellant For Your Rocket Science Trading).
Ehler's Super Smoother strategyThis strategy is a mean-reversal strategy based on John F. Ehlers's Super Smoother filter. I tried it on 15m timeframe with 'Recalculate After Order Filled' option checked.
Moving Average Bundle3 Moving Average Lines. All parameters are configurable via user input.
Each of these moving average lines already exist as individual indicators in TradingView. This script just bundles them for one stop shopping. It's helpful if you're limited by the number of indicators per chart. And highly educational: quickly compare the different averaging methods!
sma: Simple Moving Average
rma: Recursive Moving Average
ema: Exponential Moving Average
wma: Weighted Moving Average
vma: Volume Weighted Moving Average
wma: Weighted Moving Average
alma: Arnaud Legoux Moving Average
Note: Only Pine built-in functions are included.
Super Smoothed MACD for STOCKS by KIVANÇ fr3762THIS INDICATOR IS DESIGNED USING EHLERS' SUPER SMOOTHER FILTER
DESIGNED FOR STOCKS
(another version available for CRYPTO TRADE: Super Smoothed MACD for CRYPTO by KIVANÇ fr3762)
Instead of EXPONENTIAL MOVING AVERAGES in traditional MACD calculation, Super Smoothed prices are used.
The default values of BAND EDGE's (periods) of these Super Smoothed Prices are 13,8, and 3 (Fibonacci numbers) which pretty work well for daily trade
users can change these values 13,8,5 or 21,13,5 or 21,13,8 and so on to have optimum trade productivity
Super Smoothed MACD for CRYPTO by KIVANÇ fr3762THIS INDICATOR IS DESIGNED USING EHLERS' SUPER SMOOTHER FILTER
DESIGNED FOR CRYPTO TRADE
(another version available for stocks also: Super Smoothed MACD for STOCKS by KIVANÇ fr3762)
Instead of EXPONENTIAL MOVING AVERAGES in traditional MACD calculation, Super Smoothed prices are used.
The default values of BAND EDGE's (periods) of these Super Smoothed Prices are 13,8, and 5 (Fibonacci numbers) which pretty work well for daily trade
users can change these values 13,8,3 or 21,13,5 or 21,13,8 and so on to have optimum trade productivity