INNER CODE UNIT · Python

super_smoother

aticio/legitindicators · legitindicators.py:182

def super_smoother(data, length):
    """Python implementation of the Super Smoother indicator created by John Ehlers

    :param data: list of price data
    :type data: list
    :param length: period
    :type length: int
    :return: Super smoothed price data
    :rtype: list
    """
    ssf = []
    for i, _ in enumerate(data):
        if i < 2:
            ssf.append(0)
        else:
            arg = 1.414 * 3.14159 / length
            a_1 = math.exp(-arg)
            b_1 = 2 * a_1 * math.cos(4.44/float(length))

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