"Super Smoother" by John Ehlers.

It has one configurable parameter:

  • Applied price

Calculation:

SS = c1 * (Applied price+PrevApplied price)/2.0+c2 * PrevSS+c3 * PrePrevSS

where:

c1 = 1.0-c2-c3
c2 = 2.0*a1*Cos(1.414*180.0/10.0)
c3 = -a1 * a1
a1 = Exp(-1.414*3.1415926/10.0)