Get started
hajixde

Kalman Filter [by Hajixde]

hajixde Updated   
Moving Averages Weighted Moving Average (WMA) kalman
65
2
movingaverage wma kalman
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.
Release Notes:
Regression fitter updated.
Error estimator updated.
Release Notes:
A secondary filter is added.
Slope and intercept calculations are done by calling a function.
Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.

Want to use this script on a chart?