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KalmanFilterStDev.mq5 (15.52 KB) view

kalmanfilter_stdev_htf.mq5 (13.45 KB) view

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The KalmanFilter_StDev indicator with the timeframe selection option available in input parameters:

input ENUM_TIMEFRAMES TimeFrame=PERIOD_H4;  // Indicator chart period (timeframe)

The indicator requires the KalmanFilter_StDev.mq5 indicator file. Add it to <terminal_data_folder>\MQL5\Indicators.

Fig.1. The KalmanFilter_StDev_HTF indicator

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/15247

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KalmanFilter_StDev_HTF - indicator for MetaTrader 5