D07-F01-A23 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA

Ehlers Super Smoother Filter

How does a two-pole low-pass filter suppress high-frequency noise with an explicit cutoff? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.

Selected expression

a1=exp(-sqrt(2)pi/n); b1=2a1 cos(sqrt(2)pi/n); c2=b1; c3=-a1^2; c1=1-c2-c3; F_t=c1(P_t+P_(t-1))/2+c2F_(t-1)+c3F_(t-2)

Availability rule

An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.

calculated · step 1 of 7

Verified synthetic fixture

This lab is paired with datasets/implementation-fixtures.json: 96 deterministic, oldest-to-newest observations spanning oscillating, rising, and moderating regimes. It is teaching data—not market history or predictive evidence.

Canonical latest output (D07-F01-A23)
{
  "value": 103.12560464143179
}

Executable checks cover this result, flat/zero-volume boundaries, invalid timestamps, and prefix causality in both language entry points.