“Super Smoother” by John Ehlers.
It has one configurable parameter:
- Applied price
Calculation:
SS = c1 * (Applied price+PrevApplied price)/2.0+c2 * PrevSS+c3 * PrePrevSS
where:
c1 = 1.0-c2-c3 c2 = 2.0*a1*Cos(1.414*180.0/10.0) c3 = -a1 * a1 a1 = Exp(-1.414*3.1415926/10.0)