kahlman

capissimo 1536 뷰 ・

This script utilizes two modules, Trendlines module (by Joris Duyck) and HMA-Kahlman Trend module. Trendlines module produces crossovers predictive of the next local trend.

capissimo 1260 뷰 ・

This update to the previous HMA-Kahlman Trend, Clipping & Trendlines script features the same structure with the three modules: - Trendlines module, - NEW Winsorizing submodule using difference-based filtering. - HMA-Kahlman Trend module. The Winsorizing submodule filters signals by a volume level, eliminating the ones with the volume below a threshold. This...

capissimo 1757 뷰 ・

This is an update to the idea of The Kahlman smoother makes the signal more precise (by one candle).

capissimo 3127 뷰 ・

This update is meant for those who do not want to dig into the code. Also: - modified hma3 function - modified kahlman function - edited for readability - added alerting

capissimo 1029 뷰 ・

This script utilizes three modules: - Trendlines module (by Joris Duyck), - Winsorizing submodule and - HMA-Kahlman Trend module. The Trendlines module produces crossovers predictive of the next local trend. The Winsorizing (clipping) submodule filters signals by a volume level, eliminating the ones with the volume below a threshold. The last feature obviously...

capissimo 888 뷰 ・

A simple backtest version of a Hull Trend with Kahlman strategy

capissimo 516 뷰 ・

Tested with EURUSD on 5M time frame this strategy leverages the same simplified strategy setup.