Kalman Trend Logic
- Experts
- Vladislav Kuznetsov
- Versione: 1.0
- Attivazioni: 10
Kalman Trend Logic is an adaptive trend-following Expert Advisor based on a dual recursive Kalman filter model.
The system dynamically adjusts to market volatility using ATR-based parameter scaling.
Up to 10 sales price 30 USD, 20-30 sales price 50. Every 10 sales the price will be increased by 50.
Key features:
Recursive adaptive Kalman filtering
Fast and slow trend detection
Optional retest confirmation entries
Volatility-based support/resistance zones
Dynamic trailing stop
Fully automatic trading
EA Settings:
Symbol: XAUUSD
Time frame: H4
Settings: It is recommended to use SET file.
Brokers: Any
Low Risk minimum deposit: $200/0.01 lot (Default settings)
Medium Risk minimum deposit: $400/0.01 lot
Features:
- No martini, no net
- Order is always protected by stop-loss
1. Signal Parameters (Kalman Trend Logic)
ShortLen - Period coefficient for the fast Kalman filter. Controls how quickly the short filter reacts to price changes. Smaller values increase sensitivity.
💡 Recommend: 20–120 for intraday, 80–200 for swing trading.
LongLen - Period coefficient for the slow Kalman filter. Controls trend smoothing strength. Higher values produce a more stable trend line.
💡 Should always be greater than ShortLen.
UseRetest - Enables retest confirmation entry logic. Trades are opened only after price retests support/resistance levels.
💡 Improves trade quality but reduces frequency.
2. Risk Management
LotSize - Fixed trading volume per position.
💡 For live accounts recommend ≤1–2% of deposit risk per trade.
SLPoints - Stop Loss distance in points.
💡 Must reflect instrument volatility. Too small = frequent stop-outs.
TPPoints - Take Profit distance in points (used when trailing is disabled).
💡 Set at least 2× SL for positive R:R ratio.
3. Trailing Stop System
UseTrailingStop - Enables dynamic trailing stop logic.
💡 Recommended for trend-following markets.
TrailingPoints - Distance from current price to trailing stop in points.
💡 Should be smaller than TrailingStartPoints.
TrailingStartPoints - Profit distance required before trailing activates.
💡 Prevents early stop movement during noise.
4. Volatility Adaptation
ATRPeriod - ATR calculation period used for volatility adaptation.
💡 200–500 recommended for stable adaptive behaviour.
ATRMultiplier - Multiplier applied to ATR value for zone calculation.
💡 0.3–1.0 typical range.
5. Trade Identification
MagicNumber - Unique EA identifier for position management.
💡 Must be different if running multiple EAs.
OrderComment - Comment attached to every trade.
💡 Useful for trade history filtering.
