Kalman Filter Line: Blue
EMA: Green
SMA: Gold
The Kalman Filter Line is a NinjaTrader indicator that applies a 1D Kalman filter to smooth price data, dynamically adjusting its responsiveness using autocorrelation of recent prices and ATR-based volatility scaling, offering a more adaptive alternative to traditional moving averages.
This forces the indicator to calculate OnBarClose, even if the user selects a different option. This is to prevent the filter to be overly sensitive to the current price.
Base Q (Process Noise): turn it up to make the line react faster to new price moves; turn it down to damp whipsaws.
Base R (Measurement Noise): turn it up to get a smoother, more stable line; turn it down to let raw price data influence the filter more strongly.
| Created By | WaleeTheRobot |
| NinjaTrader Version | 8 |
| File Size | 72.4 KB |
| Create Date | 04/30/2025 |
| # of Downloads | 236 |
Importing to NinjaTrader 8 is Easy!
To import your 3rd party app or add-on to NinjaTrader, simply follow these 3 steps:
- Download the app or add-on file to your desktop
- From the NinjaTrader Control Center window, select the menu Tools > Import > NinjaScript Add-On…
- Select the downloaded file from your desktop
Questions?
Visit the NinjaScript File Sharing discussion in the NinjaTrader user forum to interact with fellow traders and the NinjaTrader support team.