BarsStallone

Kalman Filter Moving Average


This is a simple Kalman filter moving average. The next step is to turn this code into a linear regression model, so if someone is able to do that please let me now. It works well currently as an almost zero lag moving average, so that means it responds extremely quickly to all price movements.
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This is Ehlers Optimal Tracking Filter?
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NGBaltic sinusoiddelta
@sinusoiddelta, yes he just copy-pasted it from
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This is great. Thank you for sharing
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Wow, i wasnt expecting to see Kalman Filters applied on charts!

I saw your code by chance while searching for ALMA. Have you compared this with ALMA? Which has better results with as less lag as possible?
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