Kalman Filter [by Hajixde]

Euro / Canadian DollarFOREX.com

Description

⋅ Jan 11, 2023 8:19 AM

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

⋅ Jan 16, 2023 7:13 PM

Regression fitter updated.
Error estimator updated.

Release Notes

⋅ Jan 18, 2023 4:31 AM

A secondary filter is added.
Slope and intercept calculations are done by calling a function.

Comments

dpanday

⋅ Jan 11, 2023 9:12 AM

How to use this?

hajixde

⋅ Jan 18, 2023 4:32 AM

@dpanday, like any other filter such as EMA, MA, etc.