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Kulman Trend Filter

FREE

Published: 24 March 2026

Current version: 1.0

Kulman Trend Filter

Indicators
Maros Petrik
Maros Petrik
Slovakia

1246
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Version: 1.0

Kalman Trend Filter – Professional Adaptive Trend Smoother

The most accurate and mathematically optimal trend estimator for MetaTrader 5.
Built on the classic Kalman Filter (optimal state estimator used in aerospace, robotics and quantitative finance), this indicator delivers a clean, adaptive trend line that reacts intelligently to market noise.

Why Kalman Filter?

Unlike moving averages or standard smoothers, the Kalman filter continuously estimates the “true” trend while automatically adjusting its responsiveness.
It is non-repainting and strictly causal — historical values never change.
Provides statistically meaningful confidence bands (1-sigma ≈ 68 %, 2-sigma ≈ 95 %).

Key Features

Real-time color-coded trend line (DodgerBlue = bullish, OrangeRed = bearish)
Upper & Lower confidence bands (adjustable width)
Optional Kalman Gain plot for advanced users / debugging
Full support for all applied prices (Close, Median, Typical, Weighted, etc.)
Extremely fast calculation — works perfectly even on tick charts and M1
Clean, professional look with customizable colors and styles

Easy Tuning

Only three intuitive parameters:

Q (Process Noise) — lower = smoother & slower reaction
higher = more responsive but noisier
R (Measurement Noise) — controls how much the filter trusts raw price
Band Multiplier — width of the confidence bands (default 2.0 = ~95 % confidence)

Perfect For

Trend-following strategies
Dynamic support & resistance
Filtering entries in combination with any other indicator
Scalping, day trading and swing trading on any timeframe and symbol

Non-repainting • No lag in real-time • Mathematically optimal

Ideal for both beginners who want a clean trend and advanced traders who appreciate the power of Kalman filtering.

Indicator name on chart: Kalman(Q=0.0100 R=1.00 B=2.0)

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Volatility Weighted Cloud (VWC) – Adaptive Trend & Volatility Indicator Volatility Weighted Cloud is a next-generation adaptive indicator that combines a smooth price cloud with dynamically adjusting volatility bands and real-time trend-colored candles — giving you a clear, non-repainting picture of market direction and strength. Unlike traditional fixed-width clouds or Bollinger Bands, VWC automatically adapts its band width according to current volatility conditions using a percentile-rank

75 USD

Spread Monitoring System BRIEF DESCRIPTION A spread monitoring and analysis panel that records tick-exact spread data per minute, stores it without a time limit, and shows when a symbol is cheap or expensive to trade. OVERVIEW Spread is a real trading cost, and it is not constant. It widens around news releases, at rollover, during low-liquidity hours, and it varies by broker. Most traders only see the current spread number in the Market Watch window, with no record of how it behaved five min

69 USD

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Kulman Trend Filter

Maros Petrik

Kalman Trend Filter – Professional Adaptive Trend Smoother

Why Kalman Filter?

Key Features

Easy Tuning

Perfect For