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)
The indicator is written for NinjaTrader 8. So you need to install NinjaTrader 8, version 8.0.x or greater (download from here).
NinjaTrader 8 has minimum system requirements, which are defined here.
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.
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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