Kalman Filter indicator is a trend-following VertexFX client side VTL indicator that uses the concept of digital filter based on velocity (speed in price changes), and error correction (eliminating whipsaws and noise).
In the first step, we calculate the change in price. This value is smoothed and sharpened with K and SHARPNESS factors. The velocity is calculated based on the threshold and the smoothed values. When the velocity is positive (bullish), the indicator turns BLUE, wheras when the velocity is negative, the indicator turns RED.
BUY - Place Buy position trade when Kalman Filter indicator turns BLUE. Do not open BUY trade if candle gaps up and closes above the indicator.
SELL - Place Sell position trade when Kalman Filter indicator turns RED. Do not open SELL trade if candle gaps down and closes below the indicator
Please visit our sponsors
Results 1 to 1 of 1
-
20-10-2015, 09:53 AM #1
- Join Date
- Oct 2015
- Posts
- 149
- Feedback Score
- 0
- Thanks
- 0
- Thanked 0 Times in 0 Posts
Kalman Filter– VertexFX Indicator
-
Sponsored Links
-
Sponsored Links
Thread Information
Users Browsing this Thread
There are currently 1 users browsing this thread. (0 members and 1 guests)
24 Hour Gold
Advertising
- Over 20.000 UNIQUE Daily!
- Get Maximum Exposure For Your Site!
- Get QUALITY Converting Traffic!
- Advertise Here Today!
Out Of Billions Of Website's Online.
Members Are Online From.
- Get Maximum Exposure For Your Site!
- Get QUALITY Converting Traffic!
- Advertise Here Today!
Out Of Billions Of Website's Online.
Members Are Online From.