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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/filters/ssf3/Ssf3.md
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| **Signature** | [ssf3_signature](ssf3_signature.md) |
- The 3-Pole Super Smoother Filter (SSF3) extends Ehlers' Super Smoother concept to third order, providing -60 dB/decade rolloff compared to -40 dB/d...
- Parameterized by `period`.
- Output range: Tracks input.
- Requires `6 * period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [SSF2](../ssf2/Ssf2.md), [Butter3](../butter3/Butter3.md) | **Complementary:** Cycle analysis | **Trading note:** Ehlers' 3-pole Super Smoother; even smoother than 2-pole but more lag.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
The 3-Pole Super Smoother Filter (SSF3) extends Ehlers' Super Smoother concept to third order, providing -60 dB/decade rolloff compared to -40 dB/decade for the 2-pole variant (SSF2). It shares identical pole placement with BUTTER3 but uses a single-sample feedforward (`coef1 * x`) instead of the binomial-weighted 4-sample average (`coef1 * (x + 3x1 + 3x2 + x3)`). This makes SSF3 more responsive to recent price changes while still delivering aggressive high-frequency noise suppression.
@@ -140,4 +138,4 @@ Ssf3.Batch(sourceSpan, destSpan, period: 20, initialLast: double.NaN);
## References
* Ehlers, John F. "Cybernetic Analysis for Stocks and Futures." Wiley, 2004.
* Ehlers, John F. "Rocket Science for Traders." Wiley, 2001.
* Ehlers, John F. "Rocket Science for Traders." Wiley, 2001.