Discussion of article "Using the Kalman Filter for price direction prediction" - page 4

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Aleksey Vakhrushev:

Bars 144 shift 10000

with standard settings also redraws.

Open one of the two scans you sent and play with the right/left buttons. The indicator on your scans not only redraws the last bar, it redraws the whole bar, all the peaks and all the bottoms. Agree, it is a bit strange, ...check the settings.... although you probably have lost interest already.... year has almost passed.

 
Hi, I looked at your Kalman filter indicator and I think it is very good. However, it does not plot on cash indices-dow jones, DAX, S&P500. I think the problem is that with the indices tick != point. Also, When I try to compile the Kalman indy, I get the following error:
cannot cast 'L1' to 'D1' Math.mqh 20 30
Could you please fix the indicator? I think it has a lot of value!
Kind regards,
Stanisav
 

What is a "state vector"?

What is the set of states? Trend up/trend down, for example?

 


this is the test result with conditions of article but the date is only from 01-8-2017 to 30-10-2017 (instead of 30-8-2017 in article)

 
Hello, your idea is to fit the data and then extrapolate.
But I want to get the fitted curve data, what should I do?  How is the code written?
Just like regression analysis, the fitted data can be extrapolated. Also we can get the fitted curve data.
 
Hello, your idea is to fit the data and then extrapolate.
But I want to get the fitted curve data, what should I do? How is the code written?
Similar to regression analysis, fitted data can be extrapolated. We can also get the fitted curve data.
 
I really liked the idea, but the indicator doesn't work.
Nothing appears.
I don't know if it's a problem with the current version of MT5...
 

The indicator compiled normally. When trying to compile the Expert Advisor, I get the following errors:

'TimeFrame' - unexpected token, probably type is missing? SignalKalman.mqh 153 16
'TimeFrame' - function already defined and has different type SignalKalman.mqh 153 16
'HistoryBars' - unexpected token, probably type is missing? SignalKalman.mqh 166 16
'HistoryBars' - function already defined and has different type SignalKalman.mqh 166 16
'ShiftPeriod' - unexpected token, probably type is missing?SignalKalman.mqh 176 16
'ShiftPeriod' - function already defined and has different type SignalKalman.mqh 176 16

What am I doing wrong?

 
Verner999 #:

The indicator compiled normally. When trying to compile the Expert Advisor, I get the following errors:

'TimeFrame' - unexpected token, probably type is missing? SignalKalman.mqh 153 16
'TimeFrame' - function already defined and has different type SignalKalman.mqh 153 16
'HistoryBars' - unexpected token, probably type is missing? SignalKalman.mqh 166 16
'HistoryBars' - function already defined and has different type SignalKalman.mqh 166 16
'ShiftPeriod' - unexpected token, probably type is missing?SignalKalman.mqh 176 16
'ShiftPeriod' - function already defined and has different type SignalKalman.mqh 176 16

What am I doing wrong?

New MT5 builds require explicitly specifying the type of the returned result of the method. To fix the error, you should add void at the beginning of the specified lines

void CSignalKalman::TimeFrame(ENUM_TIMEFRAMES value)
 
Dmitriy Gizlyk #:

New MT5 builds require explicitly specifying the type of the returned method result. To fix the error, you should add void to the beginning of the specified lines

Everything compiled. Thank you very much! :)
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