What is the best filter for Supertrend?

Hello everybody,

Happy new year.
I have a feeling that supertrend is work good but there are some noises (as you can see in the following pic)
Is there any filter (indicater, oscillator, etc) to remove the noises (wrong signals)? I don't know I can share the code or not. Thanks in advance for your help.

Please get this "wrong signal" remark out of mind. Nothing is right or wrong, all rule-based signals are generated by simple or complex mathematical function(s) based on price (denying reality).

Then as to remove noise, sadly, that won't happen entirely (no matter what). However, here are some filters that'll eat-up days, weeks or may be months.

  • Vertical Horizontal Filter;
  • Fractal Dimension Index;
  • Gauss Filter;
  • Z-score;
  • TTM Squeeze.

Thank you so much for your suggestions:
Could you please provide me links for the two below filters?

  • Gauss Filter;
  • Z-score;

I appreciate your help.

It's in the forum:


Yep, there are two ways and they are the same for removing drawdown from any system but you probably won't like either of them!

  1. Find a Crystal Ball or
  2. Don't trade


Like @Cougar said, there are no right or wrong signals - there are just trades that work and trades that don't! If you look at it any other way then you will probably end up jumping at shadows all the time (like dickhead me used to do!).

There are certainly ways to reduce noise and drawdown but once you start trying to completely remove them (which is what almost every trader does as some point) then it will probably end in tears!

The other point is you can't have it both ways. Meaning, you entry and exit signals are fast reactors and that automatically comes with a lot of noise!

If you are looking for trades with more run then just simply give them more room to move.

Hope this helps.


Thank you so much. I will take a look and try to apply them and I might come back to you.

I am looking for something to reduce not to completely remove them.

That's good.

I was just responding to your comment below.

I really like your recommended filters. I deeply appreciate it.
I didn't find any code for TTM Squeeze, can you help me in this regard?
I was reading about these filters and found some suggestions for DMI indicator and Kaufman efficiency ratio. What do you think about them?

Do you have any suggestion for the number of periods for FDI and VHF? Thanks in advance.

Can you share the code of this AFL? thank you