Simple backtest for Kalman Filter found here:
![Kalman Filter [Loxx]](https://static.tradingview.com/static/images/svg/idea-image-placeholder.svg)
What this backtest includes:
-Longs and shorts
-Customization of inputs for Kalman Filter calculation
-Take profit 1 (TP1), and Stop-loss (SL), calculated using standard RMA-smoothed ATR
-Activation of TP1 after entry candle closes
Happy trading!
![Kalman Filter [Loxx]](https://s3.tradingview.com/o/OxYmisSS_big.png)
What this backtest includes:
-Longs and shorts
-Customization of inputs for Kalman Filter calculation
-Take profit 1 (TP1), and Stop-loss (SL), calculated using standard RMA-smoothed ATR
-Activation of TP1 after entry candle closes
Happy trading!
Versionshinweise:
Updated trade entry rules to take only a single trade at trend flip.
Versionshinweise:
Small cosmetic fix
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