Mql5官网 KalmanFilterVelocity 外汇EA

Kalman Filter Velocity Oscillator 

Kalman filter is an algorithm that uses a series of measurements observed over time, containing statistical noise and other inaccuracies. 

The filter was originally designed to work with noisy data. Also, it is able to work with incomplete data. Another advantage is that it is designed for and applied in dynamic systems; our price chart belongs to such systems.

This Oscillator works all pairs, all timeframes, on separete windows and zero based oscillator.