OPEN-SOURCE SCRIPT
Ehlers Maclaurin Ultimate Smoother [CT]

Ehlers Maclaurin Ultimate Smoother [CT]
Introduction
The Ehlers Maclaurin Ultimate Smoother [CT] is an innovative enhancement of the classic Ehlers SuperSmoother. By leveraging advanced Maclaurin series approximations, this indicator offers superior market analysis and signal generation.
The indicator combines Ehlers' Ultimate Smoother with Maclaurin series approximations to create a more efficient and accurate smoothing mechanism:
Why the Maclaurin Approach?
The Maclaurin series is a special form of the Taylor series, centered around 0. It provides an efficient way to approximate complex functions using polynomial terms. In this indicator, we use the Maclaurin approach to improve the sine and cosine functions, resulting in:
Calculations
The indicator employs several key mathematical components:
Maclaurin Series Approximation:
Smoothing Algorithm:
Mathematical Foundation
Technical Advantages
Signal Processing:
Visual Enhancements:
Implementation
Core Configuration:
Advanced Parameters:
The indicator offers advanced control with:
Professional Analysis Tools:
Technical Specifications
Maclaurin Series Implementation:
The indicator employs a 5-term Maclaurin series approximation for both sine and cosine, ensuring efficient and accurate computation.
Performance Metrics
Licensing & Attribution
© 2024 Mupsje aka CasaTropical
Professional Credits
Introduction
The Ehlers Maclaurin Ultimate Smoother [CT] is an innovative enhancement of the classic Ehlers SuperSmoother. By leveraging advanced Maclaurin series approximations, this indicator offers superior market analysis and signal generation.
The indicator combines Ehlers' Ultimate Smoother with Maclaurin series approximations to create a more efficient and accurate smoothing mechanism:
- Input price data passes through the initial smoothing phase
- Maclaurin series approximates trigonometric functions
- Enhanced high-pass filter removes market noise
- Final smoothing phase produces the output signal
Why the Maclaurin Approach?
The Maclaurin series is a special form of the Taylor series, centered around 0. It provides an efficient way to approximate complex functions using polynomial terms. In this indicator, we use the Maclaurin approach to improve the sine and cosine functions, resulting in:
- Faster Calculations: By using polynomial approximations, we significantly reduce computational complexity.
- Improved Stability: The approximation provides a more stable numerical basis for calculations.
- Preservation of Precision: Despite the approximation, we maintain the precision needed for price smoothing.
Calculations
The indicator employs several key mathematical components:
Maclaurin Series Approximation:
- sin(x) ≈ x - x³/3! + x⁵/5! - x⁷/7! + x⁹/9!
- cos(x) ≈ 1 - x²/2! + x⁴/4! - x⁶/6! + x⁸/8!
Smoothing Algorithm:
- Uses exponential smoothing with optimized coefficients
- Implements high-pass filtering for noise reduction
- Applies dynamic weighting based on market conditions
Mathematical Foundation
- Utilizes Maclaurin series for trigonometric approximation
- Implements Ehlers' smoothing principles
- Incorporates advanced filtering techniques
Technical Advantages
Signal Processing:
- Lag Reduction: Faster signal detection with less delay.
- Noise Filtration: Effective elimination of high-frequency noise.
- Precision Enhancement: Preservation of critical price movements.
- Adaptive Processing: Dynamic response to market volatility.
Visual Enhancements:
- Smart color intensity mapping.
- Real-time visualization of trend strength.
- Adaptive opacity based on movement significance.
Implementation
Core Configuration:
- Plot Type: Choose between the original and the Maclaurin enhanced version.
- Length: Default set to 30, optimal for daily timeframes.
- hpLength: Default set to 10 for enhanced noise reduction.
Advanced Parameters:
The indicator offers advanced control with:
- Dual processing modes (Original/Maclaurin).
- Dynamic color intensity system.
- Customizable smoothing parameters.
Professional Analysis Tools:
- Accurate trend reversal identification.
- Advanced support/resistance detection.
- Superior performance in volatile markets.
Technical Specifications
Maclaurin Series Implementation:
The indicator employs a 5-term Maclaurin series approximation for both sine and cosine, ensuring efficient and accurate computation.
Performance Metrics
- Improved processing efficiency.
- Reduced memory utilization.
- Increased signal accuracy.
Licensing & Attribution
© 2024 Mupsje aka CasaTropical
Professional Credits
- Original Ultimate and SuperSmoother concept: John F. Ehlers
- Maclaurin enhancement: Casa Tropical (CT)
- https://www.mathsisfun.com/numbers/factorial.html
Skrypt open-source
W duchu TradingView twórca tego skryptu udostępnił go jako open-source, aby traderzy mogli analizować i weryfikować jego funkcjonalność. Brawo dla autora! Możesz korzystać z niego za darmo, ale pamiętaj, że ponowna publikacja kodu podlega naszym Zasadom Społeczności.
Aby uzyskać szybki dostęp na wykresie, dodaj ten skrypt do ulubionych — więcej informacji tutaj.
Mupsje aka Casatropical
Wyłączenie odpowiedzialności
Informacje i publikacje przygotowane przez TradingView lub jego użytkowników, prezentowane na tej stronie, nie stanowią rekomendacji ani porad handlowych, inwestycyjnych i finansowych i nie powinny być w ten sposób traktowane ani wykorzystywane. Więcej informacji na ten temat znajdziesz w naszym Regulaminie.
Skrypt open-source
W duchu TradingView twórca tego skryptu udostępnił go jako open-source, aby traderzy mogli analizować i weryfikować jego funkcjonalność. Brawo dla autora! Możesz korzystać z niego za darmo, ale pamiętaj, że ponowna publikacja kodu podlega naszym Zasadom Społeczności.
Aby uzyskać szybki dostęp na wykresie, dodaj ten skrypt do ulubionych — więcej informacji tutaj.
Mupsje aka Casatropical
Wyłączenie odpowiedzialności
Informacje i publikacje przygotowane przez TradingView lub jego użytkowników, prezentowane na tej stronie, nie stanowią rekomendacji ani porad handlowych, inwestycyjnych i finansowych i nie powinny być w ten sposób traktowane ani wykorzystywane. Więcej informacji na ten temat znajdziesz w naszym Regulaminie.