Forum
Kalman filter
Hello; I have completed a preliminary version of a Kalman filter and it is available for downloading from http://www.gammarat.com/Forex/BlackBoxes/Kalman/ . You will need the three files: 1) GRFKalmanFilter.mq4 - put this in the indicators directory 2) GRFMatrixMath.mq4 - put this in the libraries
DLL's (dynamic link libraries)
I have a number of signal processing algoritms I would like to implement in MQL4, but because they are computationally heavy I would like to be able to do parts in DLL's, especially matrix operations (like inversion -especially something like the Boost libraries) and FFT's - using something like the