A derivation of the Kalman Filter.
Lower Gain values create smoother results.The ratio Smoothing/Lag is similar to any Low Lagging Filters.
The Gain parameter can be decimal numbers.
Kalman Smoothing With Gain = 20
For any questions/suggestions feel free to contact me
Lower Gain values create smoother results.The ratio Smoothing/Lag is similar to any Low Lagging Filters.
The Gain parameter can be decimal numbers.
Kalman Smoothing With Gain = 20
For any questions/suggestions feel free to contact me
Patreon: www.patreon.com/alexgrover
Become a Patreon and get access to exclusive technical indicators!
You can also check out some of the indicators I made for luxalgo : www.tradingview.com/u/LuxAlgo/
Become a Patreon and get access to exclusive technical indicators!
You can also check out some of the indicators I made for luxalgo : www.tradingview.com/u/LuxAlgo/