EKF Portfolio EA
- Experts
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Olalekan Damilola Aturaka
Algorithmic trader specializing in robust, adaptive Expert Advisors for MetaTrader 5. I craft multi-timeframe strategies using SMA, RSI, Stochastic, MACD, and volume analysis for precise, live-ready automated systems grounded in engineering rigor and real-market dynamics. - Versione: 4.0
- Aggiornato: 15 settembre 2026
- Attivazioni: 5
Extended Kalman Filter · Multi-Symbol · MetaTrader 5
⚡ VERSION 4Overview
EKF Portfolio Trader is an institutional-grade automated trading system for MetaTrader 5 that applies the Extended Kalman Filter (EKF) a recursive Bayesian estimation algorithm, to dynamically track and predict price-state trajectories across an entire portfolio of instruments simultaneously.
Unlike conventional indicator-based EAs, this system treats price as a hidden state variable corrupted by measurement noise. The EKF continuously refines its estimate of the true underlying trend using prediction and update steps, producing statistically optimal, noise-filtered signals with quantified uncertainty (covariance). Trades are only entered when the filter's confidence meets a defined threshold, eliminating impulsive entries on random market noise.
It incorporates multi-symbol portfolio management, dynamic position sizing, real-time risk controls, and full MT5 compatibility, ready to deploy on forex, metals, indices, or any supported CFD instrument.
Key Features
Strategy Tester ready with custom OnTester() criterion. Auto-detects symbol fill modes and supports both hedging and netting account types.
