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Kalman Filter [Loxx]

Kalman filter is a recursive algorithm that has been invented in the 1960s to track a moving target, remove any noisy measurements of its position and predict its future position. In finance, KF has been used by the asset management industry for various purposes. KF is an optimal choice in many cases and do at least better than a moving average smoothing.

A port of Kalman filter - indicator for MetaTrader 4

Added color change based on whether velocity is over/under 0
Sürüm Notları
Updated to allow for multiple timeframes and gap selection

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