Swiss Army Knife Indicator (SAK)

Category: trend, cycle, volatility

A unified second-order IIR filter framework by John Ehlers that implements nine different filter types (EMA, SMA, Gaussian, Butterworth, etc.) using a single transfer function logic.

Formula

F_t = c_0 \cdot (b_0 \cdot X_t + b_1 \cdot X_{t-1} + b_2 \cdot X_{t-2}) + a_1 \cdot F_{t-1} + a_2 \cdot F_{t-2}

Inputs

• filterType (default: BP)
• period (default: 20)
• n (default: 10)
• delta (default: 0.1)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.