$39.00
A NinjaTrader 8 indicator, which implements the theory developed by Rudolf E. Kálmán. The indicator draws a predicted price line into the chart window.
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.
Programmatically in a NinjaScript the indicator can be included and accessed as shown in the example below:
double Gain = 100;
KalmanFilter mFilter = KalmanFilter(Gain);
AddChartIndicator(mFilter);
if (mFilter[0] > mFilter[1])
buy;
else
if (mFilter[0] < mFilter[1])
sell;
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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