In practice this indicator is much smoother than most other moving averages and has significantly less whiplash while still getting very early entries. If anyone wants to adapt this script for their own uses please feel free. Message me what you make with it, I am very curious what this can do when in the right hands!
John Ehlers's indicators is one of my favorite to work with. It's is great to seeing you combined with Kalman filter into it. Thank You so much. Also thank you jaggedsoft for the useful information shared too =D