OPEN-SOURCE SCRIPT

Kalman Filter [by Hajixde]

已更新
A simple form of recursive filtering using an adjustable gain and a memory length.
The filter predicts the next sample based on the previous values and the calculated error.
版本注释
Regression fitter updated.
Error estimator updated.
版本注释
A secondary filter is added.
Slope and intercept calculations are done by calling a function.
kalmanMoving AveragesWeighted Moving Average (WMA)

开源脚本

本着真正的TradingView精神,此脚本的作者已将其开源,以便交易者可以理解和验证它。向作者致敬!您可以免费使用它,但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。

想在图表上使用此脚本?

免责声明