fxcodebase-backup
Kalman filter
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=65217
Forum: 48 · Topic 65217 · 1 post(s)
Kalman filter
Alexander.Gettinger · Sat Oct 28, 2017 9:08 am
The indicator implements Kalman filter (https://en.wikipedia.org/wiki/Kalman_filter)
Formulas: Kalman[i]=Error+Velocity[i], where Error=Kalman[i-1]+DistanceShK, Velocity[i]=Velocity[i-1]+DistanceK/100, Distance=Price[i]-Kalman[i-1], ShK=sqrt(Sharpness*K/100).
if Velocity>0, Kalman have a UP color and if Velocity<0, Kalman have a DN color.
Download: