Hull Moving Average with Kalman Filter calculationboytoy wrote: Wed Aug 07, 2024 8:09 pm Every single experiment you make is awesome! What a combination of HMA and Kalman this is a good one I'm just adjusting the settings! Now... if I choose Use smoothing I'm seeing the line disappear from the chart... am I doing something wrong? Thank you for your time and patience with me dude.
Upss, sorry. This is my mistake in code. I use Ma(+rmas) indicator as a template and only replace RMAs function with Kalman HMA function and forget add it to smoothing function.
Now is working. I recomended if you want using smoothing to make KHMA more faster. In picture is period 51/ filter 1.
What is the KHMA? Combining the Kalman Filter with the Hull Moving Average
The novel integration of the Kalman Filter with the Hull Moving Average (KHMA) presents a distinctive method for refining price data. By utilizing the Kalman Filter on the price data prior to its integration into the HMA calculation, we improve the adaptability and sensitivity of the moving average. This adaptive smoothing technique diminishes noise more efficiently and responds more rapidly to fluctuations in price, thereby offering traders more precise signals for market entry or exit decisions.
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