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Published:

2016.01.20 10:14

Updated:

2016.11.22 07:32

kalmanfilter.mq5 (8.64 KB) view

kalmanfiltercandle.mq5 (7.22 KB) view

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The KalmanFilter indicator implemented as a sequence of candlesticks. Candlesticks appear as a result of relevant price timeseries processed by the KalmanFilter indicator algorithm.

In many situations, such approach may be more informative for the purpose of analysis.

Figure 1. The KalmanFilterCandle indicator

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/14379

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