pine files

lib/filters/ssf/ssf.pine

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+// The MIT License (MIT)
+// © mihakralj
+// Indicator algorithm (C) 2004-2024 John F. Ehlers
+//@version=6
+indicator("Supersmooth Filter (SSF)", "SSF", overlay=true)
+
+//@function Calculates Supersmooth Lowpass Filter
+//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/filters/ssf.md
+//@param source Series to calculate SSF from
+//@param length Number of bars used in the calculation
+//@returns SSF value with optimized smoothing
+//@optimized Uses 2-pole IIR Butterworth-style filter with O(1) complexity per bar
+ssf(series float src, simple int length) =>
+    var float SQRT2_PI = math.sqrt(2.0) * math.pi
+    var float ssf_internal = 0.0
+    var float c1 = 0.0
+    var float c2 = 0.0
+    var float c3 = 0.0
+    var int prev_length = 0
+    if prev_length != length
+        float arg = SQRT2_PI / float(length)
+        float exp_arg = math.exp(-arg)
+        c2 := 2.0 * exp_arg * math.cos(arg)
+        c3 := -exp_arg * exp_arg
+        c1 := 1.0 - c2 - c3
+        prev_length := length
+    float ssrc = nz(src, src[1])
+    float src1 = nz(src[1], ssrc)
+    float src2 = nz(src[2], src1)
+    ssf_internal := c1 * ssrc + c2 * nz(ssf_internal[1], src1) + c3 * nz(ssf_internal[2], src2)
+    ssf_internal
+
+// ---------- Main loop ----------
+
+// Inputs
+i_length = input.int(20, "Length", minval=1)
+i_source = input.source(close, "Source")
+
+// Calculation
+ssf_val = ssf(i_source, i_length)
+
+// Plot
+plot(ssf_val, "SSF", color=color.yellow, linewidth=2)