Ehler's Super Smoother 2 and 3 pole (properly initialized)

2019년 3월 24일

John Ehlers' Super Smoother 2 and 3 pole - properly initialized

stockspotter.com/files/Predic...

Failure to properly initialize early values of the super smoother will result in misleading values early in the output.
Because the SS is an IIR ( infinite impulse response) filter, this error can ring in the filter for a long time, but
is extremely evident in the first 2*len bars.

This is an implementation if the 2 and 3 pole SS filter, with special attention to initializing the early values.

It uses (src+scr)/2 per Ehlers but contains code to just use src if you prefer to calculate that outside
the function as everget does in his SS here:

there is code included to make that change.

Many thanks to everget for his terrific implementations of much of John Ehlers' work. It has been tremendously helpful to me.