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@@ -14,9 +14,7 @@
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| **Signature** | [usf_signature](usf_signature.md) |
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- The Ultimate Smoother Filter (USF) is a zero-lag smoothing filter introduced by John Ehlers in the April 2024 issue of *Technical Analysis of Stock...
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- Parameterized by `period`.
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- Output range: Tracks input.
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- Requires `period` bars of warmup before first valid output (IsHot = true).
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- **Similar:** [SSF2](../ssf2/Ssf2.md), [Kalman](../kalman/Kalman.md) | **Complementary:** ATR for volatility | **Trading note:** Universal Smoothing Filter; combines multiple filter approaches adaptively.
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- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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The Ultimate Smoother Filter (USF) is a zero-lag smoothing filter introduced by John Ehlers in the April 2024 issue of *Technical Analysis of Stocks & Commodities*. It builds upon the Super Smoother Filter (SSF) by using a high-pass filter to remove high-frequency noise, leaving a smooth low-frequency component with minimal lag.
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@@ -119,4 +117,4 @@ Console.WriteLine($"Current USF: {usf.Last.Value}");
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// Use in a TSeries chain
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var source = new TSeries();
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var usfSeries = new Usf(source, 20);
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var usfSeries = new Usf(source, 20);
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