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gbKalmanFilter
The Kalman filter is an algorithm that uses a series of measurements observed over time, containing statistical noise and other inaccuracies. It was originally devised to work with noisy and incomplete data. Mainly designed for and applied in dynamic systems... such as price data on charts.
Details:
https://en.wikipedia.org/wiki/Kalman_filter
The screenshot contains two identical price charts (Range Bar 10). It shows the Kalman Filter with different gain settings:
Gain = 20 Pink
Gain = 200 Yellow
Gain = 500 Cyan
Gain = 1000 Red
Enjoy,
TraderGB
Category
NinjaTrader 8 Indicators and More
Details:
gbKalmanFilter
Category:
NinjaTrader 8 Indicators and More
March 5th, 2021
Size: 1.72 KB
Downloaded: 527 times
2328
TraderGB
Comments/ratings
WoodyFox
March 5th, 2021 07:35 AM
Excellent, Thank You for Sharing!
MrTrader
March 6th, 2021 06:54 AM
Thank You!
sobeking
March 12th, 2021 02:04 PM
No Comment
agan1337
March 16th, 2021 11:12 AM
No Comment
zoomie
February 28th, 2022 09:43 AM
Thank you
Lewis
April 16th, 2022 01:22 AM
Thanks very much!
Davydh
December 8th, 2022 01:10 AM
Looks phenomenal. I can't wait to try it out!
agalindoc
June 24th, 2023 01:59 PM
thanks!
TP10
June 29th, 2023 12:04 PM
Thank you for this TraderGB. Have you had a chance to explore the filter? Any thought?
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