ninjatrader/indicators/super-smoother/README.md

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SuperSmoother

This indicator was taken from chapter 3 of Cycle Analytics for Traders (2013) by John F. Ehlers.

In Ehlers' own words:

A SuperSmoother filter is used anytime a moving average of any type would otherwise be used, with the result that the SuperSmoother filter output would have substantially less lag for an equivalent amount of smoothing produced by the moving average.

Parameters

Period: The period used in the SuperSmoother calculation, similar to the period of any other moving average. (Default: 10)

Plots

SuperSmoother: The calculated SuperSmoother filter. (Default: Yellow Solid Line 2px)

Screenshots

SuperSmoother

Strategies

The SuperBot strategy is based on the SuperSmoother indicator.