TradeFab’s Kalman Filter Indicator implements the theory which was developed by Rudolf E. Kálmán. The filter uses linear quadratic estimation (LQE), a series of measurements observed over time to produce an estimate of future values. These estimates are plotted into the chart.
After the checkout you will receive an email with a download link.
How To Use
- Open a new chart window in NinjaTrader and select the instrument and timeframe.
- In the chart window click on the Indicators icon
- In the “Available” window, select TradeFab/KalmanFilter and double-click on it; a new indicator instance is being created by NinjaTrader and added to the “Configured” window.
- Select KalmanFilter in the “Configured” window, change default parameters if needed, and click on OK.
- Now the indicator gets activated by NinjaTrader.
Programmatically in a NinjaScript the indicator can be included and accessed as shown in the example below:
double Gain = 100;
KalmanFilter mFilter = KalmanFilter(Gain);
if (mFilter > mFilter)
if (mFilter < mFilter)
- Save the provided zip-file (no need to unzip) to the location of your choice
- Go to NinjaTrader menu Tools => Import => NinjaScript Add-On…
- Select the saved zip-file in the opened dialog
- NinjaTrader will guide you through the installation. At the end there should be a success message.
- Restart NinjaTrader
NOTE: If you have a previous version installed, before installing the new one, you need to uninstall the old one first!
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