Kalman filter – indicator MetaTrader 4
Author: not specifiedFast adaptive trend line is an estimate of the trend line. Kalman filter – indicator MetaTrader 4
Kalman
Kalman bands – indicator MetaTrader 5
This is a conversion of Kalman bands originally developed by Igor Durkin. Values are the same as MetaTrader 4 version except that we are using possibilities that MetaTrader 4 does not have to make the indicator easier to use. The original was posted here : Kalman bands – indicator MetaTrader 5
Nonlinear Kalman filter – indicator MetaTrader 5
One more from the creations of John Ehlers. Best described by Ehlers himself: John Ehlers: Take EMA of price (better, a 3 Pole filter). Take the difference (delta) between Price and its EMA. Take an EMA of delta (or a 3 Pole filter): Smoothing will help reduce whipsaws. Ideally, smoothing introduces no major trend mode … Read more
Nonlinear Kalman filter deviation – indicator MetaTrader 5
Theory: We are having various methods of measuring volatility. One is the standard deviation (and all its variations – since standard deviation is using simple moving average – that are using various smoothing methods to calculate the estimated volatility). Each of it has it goods sides, but mainly the speed of response is crucial for … Read more
Nonlinear Kalman filter – floating levels – indicator MetaTrader 5
Theory : John Ehlers describes what he calls the nonlinear Kalman filter in the following way : Take EMA of price (better, a 3 Pole filter). Take the difference (delta) between Price and its EMA. Take an EMA of delta (or a 3 Pole filter): Smoothing will help reduce whipsaws. Ideally, smoothing introduces no major … Read more
Zero mean normalized nonlinear Kalman filter – indicator MetaTrader 5
Theory : Often we have a need of normalizing some values into known bounds in order to use them in the “oscillator” mode (when we can have a sort of a clear state for a “trend”). One of the possible ways to do that is by using the zero mean method. This version of nonlinear … Read more
Zero mean normalized nonlinear Kalman filter – with floating levels – indicator MetaTrader 5
Theory : This is an extended version of the zero mean normalized nonlinear Kalman filter (originally published here : Zero mean normalized Kalman filter). In addition to the original this version is having floating levels and 3 coloring modes for signals : color change on slope color change on outer (floating) levels cross color change … Read more
Kalman filter velocity – indicator MetaTrader 5
Theory : This is just a slightly altered indicator from here : Kalman Filter. It is showing one of the intermediate steps of calculating the final value that is interesting as a standalone indicator too. This version shows the velocity ( a sort of a momentum) part of that Kalman filter indicator Usage : You … Read more
Kalman filter – generalized version – indicator MetaTrader 5
Theory : This one was published long time ago using Kalman filter name (among other publications, you can check this one too : Kalman filter – a version for mt4). Kept the name and made it use what metatrader 5 can do now : being applied to another indicator data PS: the color of the … Read more
Kalman filter – multi time frame version – indicator MetaTrader 5
Theory : This one was published long time ago using Kalman filter name (among other publications, you can check this one too : Kalman filter – a version for mt4). Kept the name and made it multi time frame. Multi time frames are having, apart from all the standard multi time frames that can be … Read more