Ehler´s Super Smoothers.

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  • 04/06/2018 at 11:12 AM #67421 quote
    odin
    Participant
    Veteran

    Dear Friends,

    what is the Advantage of Ehlers Super Smoothers?

     

    Can i smooth the Result of Standard RSI Indicator?

     RSI[14](Close)

     

    How should the code Sound, it i wanna this RSI Indicator, Supersmooth with Ehlers?

    Thank for Help.

    04/06/2018 at 12:34 PM #67435 quote
    Nicolas
    Keymaster
    Master

    You can smooth any data serie with any other calculation, to smooth the RSI with the Ehlers Super Smoother, you can do it like this:

    //John Ehlers’ “Super Smoother”, a 2-pole Butterworth filter combined with a 2-bar SMA that suppresses the Nyquist frequency:
Period = 10
Data = RSI[14](close)
PI = 3.14159
f = (1.414*PI) / Period
a = exp(-f)
c2 = 2*a*cos(f)
c3 = -a*a
c1 = 1 - c2 - c3
if barindex>Period then
 S = c1*(Data[0]+Data[1])*0.5 + c2*S[1] + c3*S[2]
endif
return S
    04/13/2018 at 5:02 PM #68290 quote
    odin
    Participant
    Veteran

    thank you nicolas,

    you are so a helpful guy! i hope you are working a lot of years more in this forum.

    do i have to change the period 10 of ehlers super smoother?

    oder is this the standard, and i have only to change the RSI14 period?

     

    thanks for your feedback.

    04/13/2018 at 7:13 PM #68307 quote
    Nicolas
    Keymaster
    Master

    14 periods is the RSI calculation period, while Period=10 is the one for smoothing. You can change/adapt them for your own needs, there are no real good ones.

    04/13/2018 at 7:29 PM #68312 quote
    robertogozzi
    Moderator
    Master

    The above code only returns 0, displaying a single horizontal line.

    I copied & pasted the code as is.

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Ehler´s Super Smoothers.


ProBuilder: Indicators & Custom Tools

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odin @odin Participant
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This topic contains 4 replies,
has 3 voices, and was last updated by robertogozzi
7 years, 10 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 04/06/2018
Status: Active
Attachments: No files
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