Direct Answer
The Ehlers Super Smoother is a two-pole recursive low-pass filter, designed by John Ehlers to approximate a Butterworth response. It removes components shorter than a chosen cutoff period with less lag than a simple moving average of similar smoothness. The filtered line follows price with rounded, noise-free swings.
Ehlers Super Smoother: Formula, Meaning, Signals, Examples and How to Use It
How Is Ehlers Super Smoother Calculated?
The Ehlers Super Smoother is a two-pole recursive low-pass filter, designed by John Ehlers to approximate a Butterworth response. It removes components shorter than a chosen cutoff period with less lag than a simple moving average of similar smoothness.
Formula: a1 = exp(-1.414*pi/P); b1 = 2*a1*cos(1.414*pi/P); c2 = b1; c3 = -a1^2; c1 = 1 - c2 - c3; Filt = c1*(price + price[1])/2 + c2*Filt[1] + c3*Filt[2]
Inputs:
- Close prices
- Cutoff period P in bars (commonly 10)
Worked example. For a cutoff period of 10 bars the input weight c1 comes out at 0.2531. The inputs are illustrative numbers, not market data.
Reading it. The filtered line follows price with rounded, noise-free swings. Price crossing the line, or a change in the line's slope, is used as a reference for short-term direction. A longer cutoff period gives a smoother, laggier line.
Limits. It is still a lagging filter, and it overshoots slightly after sharp moves. The first bars depend on how the recursion is started.
What is Ehlers Super Smoother?
The Ehlers Super Smoother is a two-pole recursive low-pass filter, designed by John Ehlers to approximate a Butterworth response. It removes components shorter than a chosen cutoff period with less lag than a simple moving average of similar smoothness.
How to use Ehlers Super Smoother
The filtered line follows price with rounded, noise-free swings. Price crossing the line, or a change in the line's slope, is used as a reference for short-term direction. A longer cutoff period gives a smoother, laggier line. A reading alone is never a buy or sell signal; it needs context from price structure, volume, volatility and the broader market regime.
Strengths
- Averaging the current and previous price at the input stage dampens the highest frequencies before the recursion, which suppresses very short noise.
- Only the cutoff period is needed, and it states in bars which cycle lengths are removed, so the filter is easy to set from a chart.
- Reproducible when the formula and data convention are fixed.
Weaknesses and limitations
- The recursive structure means a data error enters the feedback terms and affects many following bars, not just the bar where it occurred.
- A lower cutoff period passes more noise while a higher one lags more, and the filter has no built-in way to adapt that trade-off to market conditions.
- Correlated indicators can create false confidence by repeating the same underlying information.
Editorial and risk note
This page is educational content, not individualized investment advice. It should not imply guaranteed prediction, accuracy or outperformance.
Frequently Asked Questions
Is Ehlers Super Smoother a buy or sell signal?
No. The filtered line follows price with rounded, noise-free swings. It is still a lagging filter, and it overshoots slightly after sharp moves. A trade built on it still needs a trigger, an invalidation rule, a position size and realistic execution assumptions.
What is the best setting for Ehlers Super Smoother?
Ehlers Super Smoother takes these inputs: close prices; cutoff period P in bars (commonly 10). There is no universal best setting for the tunable ones, so test them across instruments, regimes and out-of-sample periods and favor stable parameter regions over one historical winner.
Can Ehlers Super Smoother be used by itself?
It is still a lagging filter, and it overshoots slightly after sharp moves. The first bars depend on how the recursion is started. For that reason it is read next to measures of direction, participation, valuation, liquidity and risk, not alone.
Does Ehlers Super Smoother work on every timeframe?
The calculation (a1 = exp(-1.414*pi/P); b1 = 2*a1*cos(1.414*pi/P); c2 = b1; c3 = -a1^2; c1 = 1 - c2 - c3; Filt = c1*(price + price[1])/2 + c2*Filt[1] + c3*Filt[2]) can be run on any bar size, but behavior is not portable: a reading on a five-minute chart describes a very different market window from the same reading on a daily chart. Validate the exact timeframe before relying on it.
Why does Ehlers Super Smoother give false signals?
The recursive structure means a data error enters the feedback terms and affects many following bars, not just the bar where it occurred. A lower cutoff period passes more noise while a higher one lags more, and the filter has no built-in way to adapt that trade-off to market conditions. Lag, noise and regime changes add to this, because market participants react to new information after the reading is calculated.
How should Ehlers Super Smoother be backtested?
Rebuild Ehlers Super Smoother from close prices using point-in-time data, write the rules before testing, include delisted securities where relevant, model realistic fills and costs, reserve a validation sample and compare with a simpler baseline.