DOC ssf documentation update

This commit is contained in:
Kevin Johnson
2020-11-11 11:13:01 -08:00
parent 08227d8e63
commit 515d4297e7
+8 -4
View File
@@ -18,7 +18,6 @@ def ssf(close, length=None, poles=None, offset=None, **kwargs):
# Calculate Result
m = close.size
ssf = close.copy()
ssf[poles:] = 0
if poles == 3:
x = npPi / length # x = PI / n
@@ -56,10 +55,15 @@ def ssf(close, length=None, poles=None, offset=None, **kwargs):
ssf.__doc__ = \
"""Ehler's Super Smoother Filter (SSF)
"""Ehler's Super Smoother Filter (SSF) © 2013
Ehler's solution to reduce lag and remove aliasing noise with his research in
aerospace analog filter design. © 2013 John F. Ehlers
John F. Ehlers's solution to reduce lag and remove aliasing noise with his
research in aerospace analog filter design. This indicator comes with two
versions determined by the keyword poles. By default, it uses two poles but
there is an option for three poles. Since SSF is a (Resursive) Digital Filter,
the number of poles determine how many prior recursive SSF bars to include in
the design of the filter. So two poles uses two prior SSF bars and three poles
uses three prior SSF bars for their filter calculations.
Sources:
http://www.stockspotter.com/files/PredictiveIndicators.pdf