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  • #21
  • Feb 11, 2018 3:28pm Feb 11, 2018 3:28pm
Quoting mladen
{quote} Kalman filter with some extras (like automatic gain calculation, asymmetric bands, ...) - mt5 version (showing mt5 version since it is newer than the mt4 version) {image} Why wouldn't it be possible in mql (4 or 5 does not matter)?
Ok...
Nicholishen and Mladen;

Kalman and Bayesian Filter theory is very rich.I am particularly interested in unscented kalman filter types which is proposed for noisy time series.
Is Optimised form of square-root Unscented Kalman filter possible in mql4-5?
https://github.com/sfwa/ukf
http://au.tono.my/log/20130531-kalman-filter.html

Mladen can you give a link for Kalman filter with extras in mt5 ?
  • #22
  • Feb 12, 2018 1:58am Feb 12, 2018 1:58am
Quoting herbie88
{quote} Ok... Nicholishen and Mladen; Kalman and Bayesian Filter theory is very rich.I am particularly interested in unscented kalman filter types which is proposed for noisy time series. Is Optimised form of square-root Unscented Kalman filter possible in mql4-5? https://github.com/sfwa/ukf http://au.tono.my/log/20130531-kalman-filter.html Mladen can you give a link for Kalman filter with extras in mt5 ?
That version was not posted on forums
For old versions of Kalman filter in mt4 versions (coded years and years ago) do a google search on gammarat and Kalman filter and and you shall find it
  • #23
  • Feb 12, 2018 2:39am Feb 12, 2018 2:39am
Quoting Ronald Raygun
Thank you for the PM. I do appreciate that my reputation here on Forex Factory still carries weight. Before committing to code your system, I'd need to know what it is and most importantly, the time commitment for me to automate it for you. Feel free to detail that system privately or publicly. It makes no difference to me. I should warn you though, I stopped seriously programming MQL back in 2014 in favor of building out HFT and stat-arb systems for wall street, and eventually the crypto-trading spaces. In other words, my MQL4 is a bit rusty and...
Wow thanks alot for the reply, its always an honour to get replies from the FF Legends, im willing to pay a price for the project so i don't waste your time
I am what Many Dream to be but only a few can achieve, im a part of the 1%
  • #24
  • Feb 12, 2018 2:48am Feb 12, 2018 2:48am
Honover needs to have a look at the thread, maybe he might be interested.
I am what Many Dream to be but only a few can achieve, im a part of the 1%
  • #25
  • Feb 12, 2018 3:09am Feb 12, 2018 3:09am
short explanation, the system im using and talking about has already been semi automated, basically i wana fully automate it, i already have an EA i manually switch on and off when criteria are met and i choose MM, i want to automate that process and also put the indicators within the EA so it can be a fully automated task..
I am what Many Dream to be but only a few can achieve, im a part of the 1%
  • #26
  • Feb 12, 2018 7:51am Feb 12, 2018 7:51am
Quoting Soros
Honover needs to have a look at the thread, maybe he might be interested.
There is a list of programmers in the 'MT4 programming' section here that you might like to try.

(@herbie88): Googling something like 'Kalman filter MQL4' returns plenty of hits, e.g. here here here etc -- not sure if these are the type of solution you're looking for.
  • #27
  • Last Post: Edited 6:44am Feb 15, 2018 5:03am | Edited 6:44am
Hello soros,
I can not send private messages yet but I have the data of a person who has made more robots for other users of the forum (very active members).
Can you contact me directly?
Regards,
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