Last updated:
The indicator has three input parameters:
- K – Kalman factor;
- Sharpness – factor for calculating the error minimization;
- Applied price – price used for calculations.
Calculations:
Kalman[i] = Error + Velocity[i]
where:
Error = Kalman[i-1] + Distance * ShK Velocity[i] = Velocity[i-1] + Distance * K / 100 Distance = Price[i] - Kalman[i-1] ShK = sqrt(Sharpness * K / 100)
Enter Your Email Address below, download link will be sent to you.
Get Download Link