Ehlers' Super Smoother Filter

By Samantha Baltodano

TL;DR:

The Ehlers’ Super Smoother Filter is a smoothing technique that aims to reduce noise in price data.

What Is Ehlers’ Super Smoother Filter?

The Ehlers’ Super Smoother Filter is a smoothing technique developed by John F. Ehlers. Its aim is to reduce noise in price data.

In theory, this filter completely eliminates noise, as opposed to moving averages, e.g. exponential (EMA) which offers a modest smoothing effect.

Regardless of the length of the time period viewed, all price changes that don’t last for more than 10 days are considered noise. Thus, the filter only passes those spectral components whose periods are greater than 10 days. Note that the period of 10 bars is a default value which can be customized.

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