Kalman Filter [by Hajixde]

hajixde Updated   
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.


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