Unscented Kalman filter
When the state transition and observation models – that is, the predict and update functions f and h (see above) – are highly non-linear, the extended Kalman filter can give particularly poor performance [JU97]. This is because only the mean is propagated through the non-linearity. The unscented Kalman filter (UKF) [JU97] uses a deterministic sampling technique known as the unscented transform to pick a minimal set of sample points (called sigma points) around the mean. These sigma points are then propagated through the non-linear functions and the covariance of the estimate is then recovered. The result is a filter which more accurately captures the true mean and covariance. (This can be verified using Monte Carlo sampling or through a Taylor series expansion of the posterior statistics.) In addition, this technique removes the requirement to analytically calculate Jacobians, which for complex functions can be a difficult task in itself.
drgoodvibe set the Non-Linear Kalman Filter to 3rd order and you will get a ukf.
Reason why BP% must have colour bar
Just want to remind about this page (volatility) https://www.mql5.com/en/forum/general
Does anyone know where I can find an indicator for Metatrader that VTrader uses called the DMS? It is basically the DMI with adjustable DX and ADX values.
May be this one?
That's it. Thanks very much.
For use of this indicator, set DX to 14 and ADX to 9. Trade the crosses on the 1 hour chart as long as ADX is 20 or above.
This are the indicators I use to draw trend lines and trade.
Code is not perfect but is what I need and what I was using during last year.
Cci + Hma
CCi Woodie like + HMA Ogeima Version Unbelievable right?
What is unbelieveable about it?