Indicator: Kalman Filter

Name: Kalman Filter
Alternative to Moving Averages








//(Kalman Filter)

Inputs: K1(100);
Vars: Pred(C), Smooth(0), Velo(0), DeltaK(0);

    DeltaK = C - Pred;
    Smooth = Pred + DeltaK* SquareRoot((K1 / 10000) * 2) ;
    Velo= Velo + ((K1 / 10000) * Deltak) ;
    Pred = Smooth + Velo ;

    plot1(Pred);

-Charles Sin