Non-linear Kalman Filter for MT4 with Step function

Here is nonlinear kalman filter from Mladens MT5 version.
Updated with step function.....There are several method how calculate step....
Arrows, alerts and button....

The description by John Ehlers

• Take EMA of price (better, a 3 Pole filter).
• Take the difference (delta) between Price and its EMA.
• Take an EMA of delta (or a 3 Pole filter):
  • Smoothing will help reduce whipsaws.
  • Ideally, smoothing introduces no major trend mode lag because delta is detrended.
• Add the smoothed delta to EMA for a zero lag curve.
• Add 2*(smoothed delta) to EMA for a smoother predictive line.

Settings to try

• Filter Order: First Order (EMA)
• Fast Filter Period: 14
• Pre-smoothing Period: 3
• MA Type: Linear Weighted MA
• Step calculate on: EMA Deviation
• Step size: 100.0
• Calculation period of Step: 51.0