Kalman Filter [by Hajixde]

Euro / Canadian DollarFOREX.com

Описание

⋅ 11 янв 2023 г., 08:19

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.

Информация о релизе

⋅ 16 янв 2023 г., 19:13

Regression fitter updated.
Error estimator updated.

Информация о релизе

⋅ 18 янв 2023 г., 04:31

A secondary filter is added.
Slope and intercept calculations are done by calling a function.

Комментарии

dpanday

⋅ 11 янв 2023 г., 09:12

How to use this?

hajixde

⋅ 18 янв 2023 г., 04:32

@dpanday, like any other filter such as EMA, MA, etc.

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