Kalman Multi Timeframe Trend

The Kalman Multi Timeframe Trend uses a Kalman-filtered “fair value” line on two timeframes to map out trend structure and bias. Instead of relying on raw EMAs, it smooths price with a Kalman filter on both the chart timeframe (LTF) and a higher timeframe (HTF), then shows how price behaves relative to both.

When price trades above both Kalman lines, the market is in a strong, aligned bullish state. When it trades below both, it is in a strong, aligned bearish state. The indicator plots the LTF and HTF Kalman lines and draws a coloured cloud between them only when both are pointing in the same direction, visually highlighting high-conviction trend regimes.

Key points:

• Kalman filter creates a smooth, adaptive fair value line on both LTF and HTF.
  
• Bull cloud appears when price is above both Kalman lines (strong uptrend context).
  
• Bear cloud appears when price is below both Kalman lines (strong downtrend context).
  
• Great as a bias layer: trade in the direction of the active cloud, be cautious when no cloud is present.
  
• Alerts fire when price first moves into a bull or bear Kalman Cloud regime.