Kalman Filter Backtest (Simple) [Loxx] — Strategy by loxx

movingaverage trendanalysis kalman kalmanfilter kalmanfilterbaseline baseline

Simple backtest for Kalman Filter found here:

What this backtest includes:

-Longs and shorts
-Customization of inputs for Kalman Filter calculation
-Take profit 1 (TP1), and Stop-loss (SL), calculated using standard RMA-smoothed ATR
-Activation of TP1 after entry candle closes

Happy trading!

Release Notes:

Updated trade entry rules to take only a single trade at trend flip.

Release Notes:

Small cosmetic fix

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