Aegis SMC and Kalman Radar
- Indicators
-
Leos Spurny
Founder of Aegis Quant Labs. Over 10 years of active market experience combining discretionary price-action trading, systematic strategy execution, and quantitative market data analysis on XAUUSD (Gold) and major FX pairs. - Version: 1.0
Aegis SMC and Kalman Radar is a free institutional market structure indicator for MetaTrader 5. It plots unmitigated Bullish Demand and Bearish Supply Order Blocks (OB), 3-candle Fair Value Gaps (FVG), Break of Structure (BOS) liquidity levels, and a 2-State Non-Linear Kalman Filter baseline with an on-chart CCanvas telemetry panel.
Automated Execution Versions (Full Expert Advisors with 5-Agent Neural Network & Prop-Firm Drawdown Guard):
- MetaTrader 5 Expert Advisor: Aegis AI Gold MT5 (Product ID: 202071)
- MetaTrader 4 Expert Advisor: Aegis AI Gold MT4 (Product ID: 202103)
Core Technical Components
- Unmitigated Supply & Demand Order Blocks (OB): Scans price action for institutional displacement impulses exceeding the ATR(14) threshold and highlights unmitigated Demand and Supply zones until price closes through them.
- 3-Candle Fair Value Gaps (FVG): Identifies open price inefficiencies between bar [i] and bar [i+2] and tracks their mitigation status in real time.
- Break of Structure (BOS) Liquidity Levels: Plots structural swing high and swing low breakout levels across the configured lookback window.
- 2-State Non-Linear Kalman Filter & Kaufman SNR: Tracks price position and ATR-normalized velocity alongside the Kaufman Efficiency Ratio (Signal-to-Noise) to classify market state into Impulse Breakout, Institutional Trend, or Liquidity Accumulation.
- Native CCanvas ARGB Telemetry Panel: Displays current regime classification, Kaufman SNR, Kalman velocity, Spread-to-ATR ratio, and nearest Supply/Demand Order Block coordinates directly on the chart.
Input Parameters
- InpStructureLookback (48): Number of bars used to scan structural highs/lows and Order Block displacement.
- InpMaxOBZones (2) & InpMaxFVGZones (3): Maximum number of unmitigated Order Block and FVG zones displayed simultaneously.
- InpOBImpulseATRMult (1.25): Minimum displacement impulse required to validate an Order Block, measured as a multiple of 14-period ATR.
- InpKalmanProcessNoise (0.025) & InpKalmanMeasureNoise (0.200): Process and measurement covariance settings for the 2-state Kalman filter.
- InpKaufmanERPeriod (16): Lookback period for the Kaufman Signal-to-Noise Efficiency Ratio.
- InpShowCanvasHUD (true): Enables or disables the top-left CCanvas telemetry panel.
