Kalman filter

[Patrick Sweet]

Ok.
Here is one that purports to be correct. I have no idea how much work it is to convert from mq4 and I cannot read their code so I do not know if it achieves what I hope. It offers StdDev lines as well.

Can you try it?

[Apprentice]

It have very different code, it is also much more complex.
Added to the development list.

[Patrick Sweet]

Thank you!
It proposes to be a true Kalman and I think it would be a fantastic addition to the FXCODEBase if we brought it in a true adaptive Filter!
I am pretty certain others who understand adaptiveness will immediately put it to use!
I hold my breath hoping you get the time to add this valuable indicator to all or our toolboxes!
Keep up the great work!
P

[StefPasc]

Thank you!
It proposes to be a true Kalman and I think it would be a fantastic addition to the FXCODEBase if we brought it in a true adaptive Filter!
I am pretty certain others who understand adaptiveness will immediately put it to use!
I hold my breath hoping you get the time to add this valuable indicator to all or our toolboxes!
Keep up the great work!
P

+1

[Coondawg71]

I am finding Kalman Filter of greater and greater use! It is one of the most widely used filter of data in industry, also one of the most confusing to understand. Another form of this great indicator would be of great interest to me!

Thanks for all your time and efforts!

sjc

+1

[voodoopips]

I want an alert every time the filter changes colors. Thank You.

[Apprentice]

Kalman_Filter with Alert Added

[Patrick Sweet]

Happy end-of-year and thanks!
Is it possible to get the additional Kalman Filter implementation back on track, too?
The code provided above updates K which helps make Kalman truly adaptive and I am crossing my fingers and toes that we can try this new beauty soon?
Have great holidays!
All the very best to all!
Patrick

[Apprentice]

Please explain, I do not understand your request.

[Patrick Sweet]

Happy New Year!
8 posts above this one I attached an MT4 alternative implementation of the Kalman Filter that I think actually has an adaptive 'K' as opposed to the current MScope Kalman implementation that only adapts by looking back (instead of using an adaptive K). YOu enthusiastically added it to the development que and I am hoping that its translation to lua could be done soon? When I requested an 'adaptive K'- based Kalman you had kindly asked me to provide some code....which is what is attached above (8 posts above). Again, happy new year and I hope all goes well! The adaptive K in the Kalman Filter is what really makes Kalman different than other MAs....in that it adjusts the *K* itself.
Patrick