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hajixde
11 ינו׳ 2023 08:19
Kalman Filter [by Hajixde]
FOREXCOM:EURCAD
1D
Euro / Canadian Dollar
FOREX.com
תיאור
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11 ינו׳ 2023 08:19
A simple form of recursive filtering using an adjustable gain and a memory length.
The filter predicts the next sample based on the previous values and the calculated error.
הערות שחרור
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16 ינו׳ 2023 19:13
Regression fitter updated.
Error estimator updated.
הערות שחרור
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18 ינו׳ 2023 04:31
A secondary filter is added.
Slope and intercept calculations are done by calling a function.
Moving Averages
Weighted Moving Average (WMA)
kalman
תגובות
dpanday
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11 ינו׳ 2023 09:12
How to use this?
hajixde
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18 ינו׳ 2023 04:32
@dpanday
, like any other filter such as EMA, MA, etc.
עוד