Narutopips wrote: Tue May 06, 2025 4:40 am Please, Mrtools, can you be so kind as to add an Alert to this indicator, and if possible, make it MTF. You can direcct me if there is alreadyone with Alert. Thanks

// © BackQuant

//@version=5
indicator(
"Kalman Hull RSI [BackQuant]",
shorttitle = "∫KHRSI [BackQuant]",
overlay = false,
precision = 2,
timeframe = "",
timeframe_gaps = true
)



// Define User Inputs
series float pricesource = input.source(close, "Kalman Price Source", group = "Calculation")
simple float measurementNoise = input.float(3.0, title="Measurement Noise", group = "Calculation", tooltip = "Lookback Period/ Calculation Length", step = 1.0)
simple float processNoise = input.float(0.01, title="Process Noise", step = 0.01, group = "Calculation")
simple int rsiPeriod = input.int(12, "RSI Period", group = "Calculation")
simple bool showkalman = input.bool(true, "Show Oscillator?", group = "UI Settings")
simple bool paintCandles = input.bool(false, "Paint candles according to Trend?", group = "UI Settings")
simple bool showoboslvls = input.bool(true, "Show Static High and Low Levels (Extreme OB/ OS Thresholds)", group = "UI Settings")

/////////////////////////////////////////////////////////////// © BackQuant ///////////////////////////////////////////////////////////////
// Kalman Price Filter Function
N = 5
var float[] stateEstimate = array.new_float(N, na)
var float[] errorCovariance = array.new_float(N, 100.0)
f_init(series float pricesource) =>
if na(array.get(stateEstimate, 0))
for i = 0 to N-1
array.set(stateEstimate, i, pricesource)
array.set(errorCovariance, i, 1.0)

f_kalman(series float pricesource, float measurementNoise) =>
// Prediction Step
predictedStateEstimate = array.new_float(N)
predictedErrorCovariance = array.new_float(N)
for i = 0 to N-1
array.set(predictedStateEstimate, i, array.get(stateEstimate, i)) // Simplified prediction
array.set(predictedErrorCovariance, i, array.get(errorCovariance, i) + processNoise)

kalmanGain = array.new_float(N)
for i = 0 to N-1
kg = array.get(predictedErrorCovariance, i) / (array.get(predictedErrorCovariance, i) + measurementNoise)
array.set(kalmanGain, i, kg)
array.set(stateEstimate, i, array.get(predictedStateEstimate, i) + kg * (pricesource - array.get(predictedStateEstimate, i)))
array.set(errorCovariance, i, (1 - kg) * array.get(predictedErrorCovariance, i))

array.get(stateEstimate, 0)

f_init(pricesource)
kalmanFilteredPrice = f_kalman(pricesource, measurementNoise)
/////////////////////////////////////////////////////////////// © BackQuant ///////////////////////////////////////////////////////////////
// Hull Moving Average Function with Kalman instead of Weighted Moving Average
KHMA(_src, _length) =>
f_kalman(2 * f_kalman(_src, _length / 2) - f_kalman(_src, _length), math.round(math.sqrt(_length)))
// Return
kalmanHMA = KHMA(pricesource, measurementNoise)

kalman_hull_rsi = ta.rsi(kalmanHMA, rsiPeriod)


var color plotcol = #1dcaff4d

if kalman_hull_rsi > 50 and kalman_hull_rsi <= 55
plotcol := #1dcaff4d
else if kalman_hull_rsi > 55 and kalman_hull_rsi <= 62.5
plotcol := #1e9b254d
else if kalman_hull_rsi > 62.5 and kalman_hull_rsi <= 75
plotcol := #00ff003d
else if kalman_hull_rsi > 75 and kalman_hull_rsi <= 90
plotcol := #00ff0080
else if kalman_hull_rsi > 90
plotcol := #33ff00fc
else if kalman_hull_rsi < 50 and kalman_hull_rsi >= 45
plotcol := #e651004d
else if kalman_hull_rsi < 45 and kalman_hull_rsi >= 37.5
plotcol := #7715154d
else if kalman_hull_rsi < 37.5 and kalman_hull_rsi >= 25
plotcol := #ff00004d
else if kalman_hull_rsi < 25 and kalman_hull_rsi >= 10
plotcol := #ff000080
else if kalman_hull_rsi < 10
plotcol := #ff0000


plot(showkalman ? kalman_hull_rsi : na, style = plot.style_columns, histbase = 50, color = plotcol)
// Define Set Colors
osbgcol = #00e6764d
obbgcol = #ff52524d
obcol = #ff0000fc
oscol = #00ff00fc
midcol = #ffffff4d
barcolor = #00000000



// OB and OS Extreme Zones + Midline
obupper = plot(showoboslvls ? 100 : na , "+", obcol, editable = false)
osupper = plot(showoboslvls ? 20 : na , "-", oscol, editable = false)
oblower = plot(showoboslvls ? 80 : na , "+", obcol, editable = false)
oslower = plot(showoboslvls ? 0 : na , "-", oscol, editable = false)
fill(obupper, oblower, #7715154d, 'OB Fill')
fill(osupper, oslower, #1e9b254d, 'OS Fill')



// Colouring
var barColour = #ffffff
if kalman_hull_rsi > 50
barColour := #00ff00
else if kalman_hull_rsi < 50
barColour := #ff0000

// Plotting
barcolor(paintCandles ? barColour : na)

alertcondition(ta.crossover(kalman_hull_rsi, 50), title="Kalman Hull RSI Long", message="Kalman Hull RSI Long {{exchange}}:{{ticker}}")
alertcondition(ta.crossunder(kalman_hull_rsi, 50), title="Kalman Hull RSI Short", message="Kalman Hull RSI Short {{exchange}}:{{ticker}}")

Intrest 1 wrote: Tue May 06, 2025 3:49 pm This is an OBV indicator that is recounted through RSI. Could respected encoders do the same where, instead of OBV, through RSI is the Accumulation-Distribution(A/D) is recounted?

tmostafa007 wrote: Fri May 09, 2025 11:11 am Dear All,

anyone can help me to enhance this code , i think there is a problem in the buffer and code as i need to create a dashboard that present the last bar color appear, also i need it to show me on the dashboard the next TF last bar color

thanks in advance