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Kalman Smoother

alexgrover Wizard  
Trend Analysis Moving Averages nolag filter smoothing zerolag trend kalman
215
10
trendanalysis movingaverage nolag filter smoothing zerolag trend kalman
A derivation of the Kalman Filter.

Lower Gain values create smoother results.The ratio Smoothing/Lag is similar to any Low Lagging Filters.

The Gain parameter can be decimal numbers.

Kalman Smoothing With Gain = 20
snapshot


For any questions/suggestions feel free to contact me
Check out the indicators we are making at luxalgo: www.tradingview.com/u/LuxAlgo/
Open-source script

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