Indicators: KalmanFilterCandle

 

KalmanFilterCandle:

The KalmanFilter indicator implemented as a sequence of candlesticks. Candlesticks appear as a result of relevant price timeseries processed by the KalmanFilter indicator algorithm.

Figure 1. The KalmanFilterCandle indicator

Author: Nikolay Kositsin

 

Nicholas, please answer:

1) what tails, bodies and colours of Kalman filter candlesticks mean

2) what is the dimensionality of the FC

3) how FC initial conditions are formed


Alexis

 
Alexis13:

Nicholas, please answer:

1) what tails, bodies and colours of Kalman filter candlesticks mean

2) what is the dimensionality of the FC

3) how FC initial conditions are formed


Alexis

1) Candlesticks are obtained from processing of corresponding price time series by the KalmanFilter indicator algorithm:

input Applied_price_ IPC=PRICE_WEIGHTED;//price constant

We insert the PRICE_CLOSE value into the input parameter and get from the indicator close for the Kalman candlestick and so on for the other time series. As for the colour of candlesticks, I am even confused, how not to recall the saying that a truly hungry sufferer is enough to have a fishing rod, he will catch his own fish, and a lazy glutton should be fed free fish all the time and listen to absolutely inappropriate in such cases indignant cries about its bony and not so cooked. These candles are a new analytical tool and it's quite brilliant. And this exclusive tool was given to you absolutely free of charge and in free access.

2) The author of the source code did not bother to report anything about his creation, and I, as a programmer, cannot have time to write a doctoral dissertation on each indicator due to natural reasons;

3) the author of sources did not bother to inform anything about his creation, and I, as a programmer, cannot have time to write a doctoral dissertation on each indicator due to natural reasons.

 
its not working... :(
 
SamRoy:
its not working... :(
Change line 57 of kalmanfilter.mq5 from :

input Applied_price_ IPC=PRICE_WEIGHTED; // Öåíîâàÿ êîíñòàíòà

to :

input Applied_price_ IPC=PRICE_WEIGHTED_; // Öåíîâàÿ êîíñòàíòà
and it will work