OPEN-SOURCE SCRIPT
已更新 WSW - Kalman Filter
Elevate your trading with the WSW - Kalman Filter, a cutting-edge tool designed for institutional-grade price smoothing. Unlike traditional SMA or EMA, this Kalman filter dynamically predicts and adapts to market movements, delivering smoother signals with minimal lag. Perfect for traders seeking to filter noise from price action (OHLC or custom sources) while staying responsive to trends and reversals.
Key Features:
Adaptive Noise Estimation: Automatically adjusts process and measurement noise based on market volatility, ensuring optimal performance in calm or choppy conditions.
Joseph Form Updates: Uses numerically stable covariance calculations for reliable filtering.
Comprehensive Diagnostics: Includes a filter health monitor (green = stable, red = warning) and optional plots for innovation and adaptive parameters to fine-tune your setup.
Customizable Parameters: Adjust base noise levels, innovation window, and adaptive bounds to suit any market or timeframe.
Alert Conditions: Set alerts for filter health issues or crossovers with raw price for actionable signals.
Why Use It?
Building on advanced smoothing concepts like the Dickson Moving Average, this Kalman filter excels at capturing the "true" price trend by modeling price dynamics and reducing noise. Whether you're trading stocks, forex, or crypto, this indicator helps you make cleaner, data-driven decisions. Check out my YouTube or Instagram for a deep dive on how it outperforms traditional averages on a sine wave test!
How to Use:
Apply to your chart (defaults to close price).
Tweak Base Q (process noise) and Base R (measurement noise) for responsiveness vs. smoothness.
Enable Adaptive Noise Estimation (recommended) for auto-tuning to market conditions.
Monitor filter health via the background color or use the diagnostic plots for optimization.
Open Source: Fully customizable Pine Script code—modify it to fit your strategy!
Feedback: Try it out, share your results, and let me know on socials how it’s working for you!
Created by WallStWizzo | Follow for more advanced trading tools!
Key Features:
Adaptive Noise Estimation: Automatically adjusts process and measurement noise based on market volatility, ensuring optimal performance in calm or choppy conditions.
Joseph Form Updates: Uses numerically stable covariance calculations for reliable filtering.
Comprehensive Diagnostics: Includes a filter health monitor (green = stable, red = warning) and optional plots for innovation and adaptive parameters to fine-tune your setup.
Customizable Parameters: Adjust base noise levels, innovation window, and adaptive bounds to suit any market or timeframe.
Alert Conditions: Set alerts for filter health issues or crossovers with raw price for actionable signals.
Why Use It?
Building on advanced smoothing concepts like the Dickson Moving Average, this Kalman filter excels at capturing the "true" price trend by modeling price dynamics and reducing noise. Whether you're trading stocks, forex, or crypto, this indicator helps you make cleaner, data-driven decisions. Check out my YouTube or Instagram for a deep dive on how it outperforms traditional averages on a sine wave test!
How to Use:
Apply to your chart (defaults to close price).
Tweak Base Q (process noise) and Base R (measurement noise) for responsiveness vs. smoothness.
Enable Adaptive Noise Estimation (recommended) for auto-tuning to market conditions.
Monitor filter health via the background color or use the diagnostic plots for optimization.
Open Source: Fully customizable Pine Script code—modify it to fit your strategy!
Feedback: Try it out, share your results, and let me know on socials how it’s working for you!
Created by WallStWizzo | Follow for more advanced trading tools!
版本注释
- plot updates.开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。