kalmanfilter

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Kalman Price Filter The Kalman Filter, named after Rudolf E. Kálmán, is a algorithm used for estimating the state of a linear dynamic system from a series of noisy measurements. Originally developed for aerospace applications in the early 1960s, such as guiding Apollo spacecraft to the moon, it has since been applied across numerous fields including robotics,...

Tenozen Aggiornato 

Another useful indicator is here! Kalman Filter is a quantitative tool created by Rudolf E. Kalman. In the case of trading, it can help smooth out the price data that traders observe, making it easier to identify underlying trends. The Kalman Filter is particularly useful for handling price data that is noisy and unpredictable. As an adaptive-based algorithm, it...

profitprotrading Aggiornato 

The "Smooth ROC & Stochastic with Kalman Filter" indicator is a trend following tool designed to identify trends in the price movement. It combines the Rate of Change (ROC) and Stochastic indicators into a single oscillator, the combination of ROC and Stochastic indicators aims to offer complementary information: ROC measures the speed of price change, while...

simwai Aggiornato 

Introduction Heyo guys, I made a new (repainting) indicator called Local Model Kalman Market Mode. I created it, because I wanted a reliable market mode filter for a potential mean-reversion strategy (e. g. BB Scalping). On the screenshot you can see an example of how to use it in a BB strategy. E.g. you would enter long when you have bullish divergence, price...

capissimo Aggiornato 

This is an upgrade to the HMA-Kahlman Trend & Trendlines script (). This version gives more flexibility because you can play around with 2 parameters to Kalman function (Sharpness and K (aka. step size)).

loxx

R-squared Adaptive T3 is an R-squared adaptive version of Tilson's T3 moving average. This adaptivity was originally proposed by mladen on various forex forums. This is considered experimental but shows how to use r-squared adapting methods to moving averages. In theory, the T3 is a six-pole non-linear Kalman filter. What is the T3 moving average? Better...