Ehlers Super Smoother: a two-pole filter that removes noise without lag

What it measures

The Super Smoother is a two-pole Butterworth filter applied to price. It comes from signal processing rather than from technical analysis, and it is designed to remove frequencies shorter than a chosen period while passing everything longer.

A moving average is also a filter, but a poor one: it attenuates unwanted frequencies badly and introduces lag proportional to its length. A properly designed filter does the same job with far less of both.

The practical result is a line noticeably smoother than an EMA of the same period, with less lag rather than more.

How it is calculated

These are the steps Basis performs, verified against the published definition.

1. 1

   Derive filter coefficients from the period using exponential and cosine terms — this is standard Butterworth design, not a heuristic.

2. 2

   Apply the recursive filter: the output is a weighted blend of the last two input values and the last two output values.

3. 3

   The recursion is what makes it two-pole, and what gives it a much sharper cutoff than a single-pole exponential average.

Settings

A period of ten to fourteen behaves like a much longer moving average in terms of smoothness. The period is the filter cutoff: cycles shorter than it are suppressed and cycles longer than it pass through.

How to read it

• Treat it as a trend line with unusually trustworthy slope, because the noise that makes short averages wobble has genuinely been removed rather than averaged down.
• It is an excellent input to other calculations — feeding a smoothed series into an oscillator produces far fewer false crossings.
• Being recursive, it needs a warm-up before its values settle, like any filter with memory.
• Substituting it for the moving average inside another indicator is the highest-value use. An RSI or a MACD computed on Super Smoother output produces markedly fewer false crossings than one computed on raw close, without the extra lag a longer period would have cost.

Where it misleads

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