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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/cycles/ssfdsp/Ssfdsp.md
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| **PineScript** | [ssfdsp.pine](ssfdsp.pine) |
- SSFDSP isolates the dominant cycle by subtracting a half-cycle Super-Smoother from a quarter-cycle Super-Smoother, producing a zero-centered oscill...
- Parameterized by `period` (default 40).
- Output range: Varies (see docs).
- Requires `slowPeriod * 2` bars of warmup before first valid output (IsHot = true).
- **Similar:** [DSP](../dsp/dsp.md), [SSF2](../../filters/ssf2/Ssf2.md) | **Complementary:** Roofing filter for preprocessing | **Trading note:** Super Smoother with DSP; combines Ehlers' smoothing with signal processing.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
SSFDSP isolates the dominant cycle by subtracting a half-cycle Super-Smoother from a quarter-cycle Super-Smoother, producing a zero-centered oscillator with superior noise rejection compared to the EMA-based DSP. The 2-pole Butterworth characteristic of the Super-Smoother filter provides zero phase lag at the cutoff frequency and sharper rolloff than exponential smoothing, making SSFDSP the preferred variant for cycle-aware trading when the approximate dominant period is known.
@@ -119,4 +117,4 @@ The SSF has $-3$ dB attenuation at the cutoff period, $-12$ dB/octave rolloff (2
- **Ehlers, J.F.** *Cybernetic Analysis for Stocks and Futures*. Wiley, 2004.
- **Ehlers, J.F.** *Cycle Analytics for Traders*. Wiley, 2013.
- **Butterworth, S.** "On the Theory of Filter Amplifiers." *Experimental Wireless*, 7, 1930.
- **Butterworth, S.** "On the Theory of Filter Amplifiers." *Experimental Wireless*, 7, 1930.