Kalman Trend Indicator for NinjaTrader 8 by PropTraderz

The Kalman Trend indicator is a powerful, lightweight trend-following tool designed specifically for NinjaTrader 8. It leverages the strength of dual Kalman filters to smooth price action and reveal trend direction with minimal lag — while also offering enhanced visual cues through candle coloring, trend lines, and optional box displays for trend shifts. Kalman Trend

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Features:
Dual Kalman Filters:
Short Kalman (default length: 15) captures fast trend movement.
Long Kalman (default length: 30) filters out noise for a smoother trend baseline.
Candle Coloring:
Candles are colored based on the relationship between short and long filters.
Bullish trend = LimeGreen, Bearish trend = Red, Neutral = Gray.

Trend Lines:
Short Kalman and Long Kalman plotted as lines, each with independent visibility toggles.
Line thickness: optimized for clarity (thicker lines by default).
Auto-Trend Shift Boxes:
When a trend flip is detected, the indicator draws a dynamic box showing the potential breakout zone.
Box size is derived from half the ATR(200).
Green box = bullish flip, Red box = bearish flip.
Boxes automatically extend until trend structure changes.

Custom Options:

Toggle visibility for:

Short Kalman Line
Long Kalman Line
Trend Shift Boxes

Default Settings:
Short Length: 15
Long Length: 30
Measurement Noise (R): 0.01
Process Noise (Q): 0.1
Show Long Line:  Enabled
Show Short Line:  Disabled by default
Show Boxes:  Disabled by default
Ideal Use Cases:
Identifying confirmed trend shifts
Entry/exit logic for momentum trades
Combining with support/resistance or volume analysis
Use on higher timeframes to reduce whipsaw​

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