Formulas:
Kalman[i]=Error+Velocity[i], where
Error=Kalman[i-1]+Distance*ShK,
Velocity[i]=Velocity[i-1]+Distance*K/100,
Distance=Price[i]-Kalman[i-1],
ShK=sqrt(Sharpness*K/100).
Download:
Kalman_Filter.mq4- (1.8 KiB) Downloaded 725 times
Kalman filter
Moderator: admin
Kalman filter
by 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]+Distance*ShK,
Velocity[i]=Velocity[i-1]+Distance*K/100,
Distance=Price[i]-Kalman[i-1],
ShK=sqrt(Sharpness*K/100).
Download:
Formulas:
Kalman[i]=Error+Velocity[i], where
Error=Kalman[i-1]+Distance*ShK,
Velocity[i]=Velocity[i-1]+Distance*K/100,
Distance=Price[i]-Kalman[i-1],
ShK=sqrt(Sharpness*K/100).
Download:
- Alexander.Gettinger
- FXCodeBase: Confirmed User
- Posts: 3785
- Joined: Wed Mar 31, 2010 9:40 pm
- Location: Russia, Omsk
1 post
• Page 1 of 1
Who is online
Users browsing this forum: No registered users and 24 guests