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hajixde
11 Th01 2023 08:19

Kalman Filter [by Hajixde] 

Euro / Canadian DollarFOREX.com

Mô tả

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.

Phát hành các Ghi chú

Regression fitter updated.
Error estimator updated.

Phát hành các Ghi chú

A secondary filter is added.
Slope and intercept calculations are done by calling a function.
Bình luận
dpanday
How to use this?
hajixde
@dpanday, like any other filter such as EMA, MA, etc.
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