Indicators: Adaptive Kalman Trend Filter with Regime Bands submission

 

Adaptive Kalman Trend Filter with Regime Bands submission:

A single-state Kalman filter that rescales its own process noise by Kaufman's Efficiency Ratio on every bar, tightening into price during trends and smoothing harder through chop, plotted with regime bands that expand and contract on the same read

Adaptive Kalman Trend Filter with Regime Bands submission

Author: Adedayo David Gbadebo