Filtration - page 2

[lana234]

Sergey Golubev:

That's all that I found about filtration (you can select any filtration you want).

Thank you Sergey for the information. I dont get what i want. here i give the clue about my question above.. this is from MetaTrader 4 Administrator. the question above was has relation with this picture.

EDIT : Sorry if i didn't gave specific question. I mean for that question is Filtration Level.

[Sergey Golubev]

I have no idea about MetaTrader 4 Administrator because we are the forum for traders (not for brokers - this is "no broker's land").
If it is related to the brokers so you will not get the answer here.

You can ask directly to MetaQuotes about.

[lana234]

Sergey Golubev:

I have no idea about MetaTrader 4 Administrator because we are the forum for traders (not for brokers - this is "no broker's land").
If it is related to the brokers so you will not get the answer here.

You can ask directly to MetaQuotes about.

Oke thanks alot Sergey. have a nice day

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

Kalman Filter

Sergey Golubev, 2026.10.20 07:46

The Kalman Filter for Price Smoothing: An Exact Implementation in MQL5

The Kalman Filter, developed by Rudolf Kalman in 1960 and famously used for spacecraft navigation on the Apollo program, approaches this differently. Rather than a fixed weighting scheme, it maintains an explicit estimate of its own uncertainty at every step, and uses that uncertainty to calculate, mathematically, exactly how much weight a new observation deserves. When the filter is confident in its current estimate, it leans on that. When a new observation is more informative than what came before, it leans on that instead. This weighting — the Kalman gain — is not a value entered directly; it is computed deterministically from the noise parameters Q and R that are chosen by hand, and it converges toward a steady-state value set by their ratio. The gain formula itself involves no manual tuning, but the Q and R inputs that drive it are still a user choice.