• Registered: 2011-06-06
  • Posts: 21

Topic: Kalman filter

Can be added Kalman Filter to FSB & FST

  • Blaiserboy
  • Blaiserboy
  • Junior Part-Time Aspiring Space Cadet
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  • From: Toronto
  • Registered: 2010-09-06
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Re: Kalman filter

LapAi wrote:

Can be added Kalman Filter to FSB & FST

I would think that the calculations in Kalman filter applications would slow your machine to where it would not work at all.

This type of math would be very hard on many smaller systems and would  make FSB much slower for many users.

If you are going to be processing one million bars and using these statistical techniques you would be well advised to be looking into MatLab, FSB at this point is not designed for time series processing.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

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  • footon
  • footon
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  • Registered: 2009-08-17
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Re: Kalman filter

I've worked w Kalman filter in MT, it didn't break it, so I assume it would work equally well in FSB too (again assuming there's only one filter type which I have experience of).