OPEN-SOURCE SCRIPT
Atualizado WSW - Kalman Filter
Elevate your trading with the WSW - Kalman Filter, a cutting-edge tool designed for institutional-grade price smoothing. Unlike traditional SMA or EMA, this Kalman filter dynamically predicts and adapts to market movements, delivering smoother signals with minimal lag. Perfect for traders seeking to filter noise from price action (OHLC or custom sources) while staying responsive to trends and reversals.
Key Features:
Adaptive Noise Estimation: Automatically adjusts process and measurement noise based on market volatility, ensuring optimal performance in calm or choppy conditions.
Joseph Form Updates: Uses numerically stable covariance calculations for reliable filtering.
Comprehensive Diagnostics: Includes a filter health monitor (green = stable, red = warning) and optional plots for innovation and adaptive parameters to fine-tune your setup.
Customizable Parameters: Adjust base noise levels, innovation window, and adaptive bounds to suit any market or timeframe.
Alert Conditions: Set alerts for filter health issues or crossovers with raw price for actionable signals.
Why Use It?
Building on advanced smoothing concepts like the Dickson Moving Average, this Kalman filter excels at capturing the "true" price trend by modeling price dynamics and reducing noise. Whether you're trading stocks, forex, or crypto, this indicator helps you make cleaner, data-driven decisions. Check out my YouTube or Instagram for a deep dive on how it outperforms traditional averages on a sine wave test!
How to Use:
Apply to your chart (defaults to close price).
Tweak Base Q (process noise) and Base R (measurement noise) for responsiveness vs. smoothness.
Enable Adaptive Noise Estimation (recommended) for auto-tuning to market conditions.
Monitor filter health via the background color or use the diagnostic plots for optimization.
Open Source: Fully customizable Pine Script code—modify it to fit your strategy!
Feedback: Try it out, share your results, and let me know on socials how it’s working for you!
Created by WallStWizzo | Follow for more advanced trading tools!
Key Features:
Adaptive Noise Estimation: Automatically adjusts process and measurement noise based on market volatility, ensuring optimal performance in calm or choppy conditions.
Joseph Form Updates: Uses numerically stable covariance calculations for reliable filtering.
Comprehensive Diagnostics: Includes a filter health monitor (green = stable, red = warning) and optional plots for innovation and adaptive parameters to fine-tune your setup.
Customizable Parameters: Adjust base noise levels, innovation window, and adaptive bounds to suit any market or timeframe.
Alert Conditions: Set alerts for filter health issues or crossovers with raw price for actionable signals.
Why Use It?
Building on advanced smoothing concepts like the Dickson Moving Average, this Kalman filter excels at capturing the "true" price trend by modeling price dynamics and reducing noise. Whether you're trading stocks, forex, or crypto, this indicator helps you make cleaner, data-driven decisions. Check out my YouTube or Instagram for a deep dive on how it outperforms traditional averages on a sine wave test!
How to Use:
Apply to your chart (defaults to close price).
Tweak Base Q (process noise) and Base R (measurement noise) for responsiveness vs. smoothness.
Enable Adaptive Noise Estimation (recommended) for auto-tuning to market conditions.
Monitor filter health via the background color or use the diagnostic plots for optimization.
Open Source: Fully customizable Pine Script code—modify it to fit your strategy!
Feedback: Try it out, share your results, and let me know on socials how it’s working for you!
Created by WallStWizzo | Follow for more advanced trading tools!
Notas de Lançamento
- plot updates.Script de código aberto
No verdadeiro espirito do TradingView, o autor desse script o publicou como código aberto, para que os traders possam entendê-lo e verificá-lo. Parabéns ao autor Você pode usá-lo gratuitamente, mas a reutilização desse código em publicações e regida pelas Regras da Casa.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.
Script de código aberto
No verdadeiro espirito do TradingView, o autor desse script o publicou como código aberto, para que os traders possam entendê-lo e verificá-lo. Parabéns ao autor Você pode usá-lo gratuitamente, mas a reutilização desse código em publicações e regida pelas Regras da Casa.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.