One Dimensional Parametric Kalman Filter

A One Dimensional Kalman Filter, the particularity of Kalman Filtering is the constant recalculation of the Error between the measurements and the estimate.This version is modified to allow more/less filtering using an alternative calculation of the error measurement.

Camparison of the Kalman filter Red with a moving average Black of both period 50

Can be used as source for others indicators such as stochastic / rsi /moving averages...etc

For any questions/suggestions feel free to contact me


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Open-source script

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