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One Dimensional Parametric Kalman Filter

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A One Dimensional Kalman Filter, the particularity of Kalman Filtering is the constant recalculation of the Error between the measurements and the estimate.This version is modified to allow more/less filtering using an alternative calculation of the error measurement.

Camparison of the Kalman filter Red with a moving average Black of both period 50

syot kilat

Can be used as source for others indicators such as stochastic/rsi/moving averages...etc

For any questions/suggestions feel free to contact me

Penafian

Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.