alexgrover

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


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

For any questions/suggestions feel free to contact me


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You can also check out some of the indicators I made for luxalgo : https://www.tradingview.com/u/LuxAlgo/#published-scripts
开源脚本

本着真正的TradingView精神,该脚本的作者将其开源发布,以便交易者可以理解和验证它。为作者喝彩!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的约束。 您可以收藏它以在图表上使用。

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想在图表上使用此脚本?