Kalman filter

[Patrick Sweet]

Adaptive K-based kalman....attached is a presentation and about half way into it it explains how a 'true' Kalman filter is created with emphasis on the adaptive K side and more.

Mesa Software, Predictive Indicators.pdf

(370.75 KiB) Downloaded 1015 times

Perhaps this will help?

I hope so!

All the best! Patrick

[southflm11]

I have been using the Kalman indicator for a few months know . what I would like to know if it can be added to a strategy or added to the averages indicator ?

Thank you in advance
Mark

[Apprentice]

Can you describe such a strategy.

[southflm11]

Apprentice ,I am adding a picture of how the strategy will work .In the pic when the color changes from red to green it will take a long trade and when it goes green to red it takes a short trade .there will be no stops or limits it will just follow the market all week . I hope this picture helps . Mark

[Apprentice]

Requested can be found here.
viewtopic.php?f=31&t=60754

[southflm11]

Apprentice,
I would like to thank you very much for the Kalman strategy .I have only been on the forum for a few day .I didn't think I would get such a quick replay .This site is Awesome

New Member
Mark

[Apprentice]

The indicator was revised and updated.

[easytrading]

Hello Apprentice,

could we please , have price overlay for Kalman_Filter with Alert.lua based on every time line change his color with my appreciation. (and if you please, to add this kind of price overlay to Generic Overlay Indicator filter types of overlay .that will be great help to us with many many thanks) .

[Apprentice]

Kalman_Filter Overlay.lua added.

[Apprentice]

Line color option added for Generic Overlay.lua
viewtopic.php?f=17&t=62211