fxcodebase-backup
Kalman filter
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=60981
Forum: 38 · Topic 60981 · 1 post(s)
Kalman filter
Alexander.Gettinger · Sun Jul 27, 2014 11:29 am
The indicator implements Kalman filter (http://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).
Download: