Super Smoother Pass
Super Smoother Filter — Series Input
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Overview
Super Smoother Pass applies John Ehlers's Super Smoother two-pole Butterworth filter to any upstream numeric series. It eliminates aliasing noise while preserving trend components, making it ideal as a low-pass pre-filter before further analysis.
Formula
a = exp(−√2·π / period) b = 2·a·cos(√2·π / period) c2 = b, c3 = −a², c1 = 1 − c2 − c3 SS[t] = c1·(x[t]+x[t−1])/2 + c2·SS[t−1] + c3·SS[t−2]
Parameters
| Parameter | Type | Default | Description |
|---|---|---|---|
| period | number | 14 | Cut-off period in bars. |
Inputs & Outputs
| Port | Direction | Type | Description |
|---|---|---|---|
| input | Input | (number | null)[] | Any numeric series (values + timestamps). |
| values | Output | (number | null)[] | Smoothed output series, null for warm-up bars. |
| timestamps | Output | number[] | Bar timestamps aligned with values. |