At about the nine minute mark John Ehlers talks about the Filt11 and describes how to make it. Just made them about 10 minutes ago but looks pretty good so far.

During my original post I accidentally ran the delta backwards and actually worked better for what I was looking to do.

http://bettersystemtrader.com/john-ehlers-workshop

Normal Avgs Available:

http://tos.mx/fDHgJrN

Backwards version:

http://tos.mx/xF8lAZ3

SuperSmoothed:

http://tos.mx/g3Nvbz7

SuperSmoothed Backward:

http://tos.mx/NA76lEu

Correct vs backwards:

Gold is backward simple based

White is backward SSF based

Fuscia is corrected simple based

Cyan is corrected SSF based.

Here is an example vs other averages all set to 9 periods

During my original post I accidentally ran the delta backwards and actually worked better for what I was looking to do.

http://bettersystemtrader.com/john-ehlers-workshop

Normal Avgs Available:

Code:

```
#http://bettersystemtrader.com/john-ehlers-workshop
input Value = close;
input Length = 9;
input averageType = AverageType.Simple;
def Avg = MovingAverage(averageType, Value, Length);
def Delta = Value - Avg;
def DeltaAvg = MovingAverage(averageType, Delta, Length);
plot Filt11 = Avg + DeltaAvg;
```

Backwards version:

Code:

```
#http://bettersystemtrader.com/john-ehlers-workshop
#note this runs backwards, good for trending
input Value = close;
input Length = 9;
input averageType = AverageType.Simple;
def Avg = MovingAverage(averageType, Value, Length);
def Delta = Avg -Value ;
def DeltaAvg = MovingAverage(averageType, Delta, Length);
plot Filt11 = Avg + DeltaAvg;
```

SuperSmoothed:

Code:

```
#http://bettersystemtrader.com/john-ehlers-workshop
input Value = close;
input Length = 10;
def SSF = EhlersSuperSmootherFilter(Value, Length);
def Delta = SSF - Value;
def DeltaSSF = EhlersSuperSmootherFilter(Delta, Length);
plot Filt11 = SSF + DeltaSSF;
```

SuperSmoothed Backward:

Code:

```
#http://bettersystemtrader.com/john-ehlers-workshop
input Value = close;
input Length = 10;
def SSF = EhlersSuperSmootherFilter(Value, Length);
def Delta = Value - SSF;
def DeltaSSF = EhlersSuperSmootherFilter(Delta, Length);
plot Filt11 = SSF + DeltaSSF;
```

Correct vs backwards:

Gold is backward simple based

White is backward SSF based

Fuscia is corrected simple based

Cyan is corrected SSF based.

Here is an example vs other averages all set to 9 periods

- filt11 simple averaged backward - cyan
- filt11 supersmoothed backward - white
- simple avg - fuchsia
- exponential avg - gold

Last edited: