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One Dimensional Parametric Kalman Filter

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

快照

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

For any questions/suggestions feel free to contact me

filterfilteringiirkalmanMoving AveragessmoothsmoothersmoothingtrendTrend Analysis

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?


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