MVWAP Bands in Green, set on 1-2-3sigma. Kalman smoother in Blue / filter in red.
Bottom is Markos Kitsanos' Finite Volume Element (red) with a Kalman Smoother (thick blue) & Filter (thin). Bollinger Bands set to 120 and 12 on 6sigma.
From a technical standpoint, this is a long.
Bottom is Markos Kitsanos' Finite Volume Element (red) with a Kalman Smoother (thick blue) & Filter (thin). Bollinger Bands set to 120 and 12 on 6sigma.
From a technical standpoint, this is a long.