Ehlers SuperSmoother

Ehlers SuperSmoother brings filter engineering to the price panel: a low-pass recursion John Ehlers derived from Butterworth design, specified by a cutoff wavelength instead of a lookback length. Swings slower than the 10-bar Cutoff Period keep their shape; faster fluctuations are sharply rejected rather than merely dampened — the case the SuperSmoother makes against a conventional average is more noise removed for the same delay. The line colors bullish while rising and bearish while falling, with a gradient fill showing which side of the filter price holds.

How to Trade the Ehlers SuperSmoother?

• Slope color: a rising filter is the trend-up read, a falling filter trend-down; slope reversals carry alerts.
• Price crossings: read them exactly as you would a moving-average cross — alertable, with optional triangle markers.
• Fill direction: the gradient runs bullish while price holds above the filter and bearish below, a one-glance bias check.

Like the other engineered smoothers in the library's trend family, it earns its place wherever stacking conventional averages would stack lag: one pass of this filter substitutes for several of the usual kind.

Ehlers SuperSmoother Settings

• Source (default close): the price series the filter smooths.
• Cutoff Period (default 10): the cutoff wavelength in bars — effectively the shortest swing you choose to keep; everything faster is declared noise.
• Poles (default 2): the filter order. Two poles give the best lag-to-smoothness balance; three reject noise more steeply for a little more lag.
• Style toggles: Slope Trend Coloring and Price / Filter Gradient Fill default on; Price Crossing Markers default off, with the crossing alerts active regardless.

Frequently Asked Questions

How does it relate to the Butterworth Filter?

The Butterworth Filter is the engineering design in unmodified form. The SuperSmoother is Ehlers' market adaptation: the two-pole form pre-averages each adjacent pair of bars so the single-bar wavelength — where sampling artifacts concentrate — never reaches the recursive stages.

How should I choose the Cutoff Period?

Match it to the shortest swing you genuinely trade. A 10-bar cutoff means moves completing in under ten bars are treated as noise; scalping may justify less, position work more.

When are three poles worth it?

When you would otherwise smooth the output again. The third pole steepens the roll-off so residual chatter above the cutoff nearly disappears, at the price of slightly later turns — a good trade for regime reads, a poor one for entry timing.