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Published:

2019.01.07 12:43

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

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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

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