Watch how to download trading robots for free

Find us on Facebook!
Join our fan page

Interesting script?
So post a link to it -
let others appraise it

You liked the script? Try it in the MetaTrader 5 terminal

Views:: 6235
Rating:: (9)
Published:: 2019.01.07 12:43

Nonlinear Kalman filter (zm)(fl).mq5 (27.8 KB) view

Download as ZIP, How to download code from MetaEditor

: Need a robot or indicator based on this code? Order it on Freelance Go to Freelance

Theory :

This is an extended version of the zero mean normalized nonlinear Kalman filter (originally published here : Zero mean normalized Kalman filter). In addition to the original this version is having floating levels and 3 coloring modes for signals :

color change on slope
color change on outer (floating) levels cross
color change on middle (floating) level (sort of a "zero line") cross

Usage :

You can use the color changes as signals

Zero mean normalized nonlinear Kalman filter

Nonlinear Kalman filter - floating levels

Phase accumulation adaptive bandpass filter

Phase accumulation adaptive market mode

Zero mean normalized nonlinear Kalman filter - with floating levels - indicator for MetaTrader 5