OPEN-SOURCE SCRIPT

Kalman Smoother

11 176
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
สแนปชอต


For any questions/suggestions feel free to contact me

คำจำกัดสิทธิ์ความรับผิดชอบ

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.