John Ehlers’ Super Smoother Recursive Price Filter

Summary

This document gives the calculation for John Ehlers’ Super Smoother, a recursive filter applied to a chosen price series. The filter combines the average of the current and previous applied prices with two prior filter values. Its coefficients are calculated from fixed constants and trigonometric and exponential terms, and the only configurable input identified is the applied price.

The formula is useful to traders implementing or studying a smoothed technical indicator, but the document does not explain how to interpret its output, select an input price, or use it to generate entries and exits. It provides no parameter study, comparison with other filters, market examples, or backtest results. As presented, it is a formula reference rather than evidence for a standalone trading strategy; users would need to evaluate lag, responsiveness, and performance in their own data and context.

Key ideas

• The Super Smoother is a recursive filter that processes a selected applied price.
• Its calculation uses the current and previous price together with two prior filter values.
• The coefficients are derived from fixed exponential and trigonometric expressions.
• The document provides no trading rules or empirical evidence about the filter’s performance.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.