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- Publié:
- 2019.02.17 18:59
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Theory :
As it was explained here : Kalman Filter Velocity, as a part of calculation the "Kalman filter" indicator is calculating something that we can call velocity (or a sort of a smooth momentum). This is the multi time frame version of it. Multi time frames are having, apart from all the standard multi time frames that can be used in metatrader 5, 3 additional "time frames" :
- first higher time frame (first time frame higher than the current chart time frame)
- second higher time frame (second time frame higher than the current chart time frame)
- third higher time frame (third time frame higher than the current chart time frame)
Usage :
You can use the color changes as signals
![Kalman filter - multi time frame version](https://c.mql5.com/i/code/indicator.png)
Short description.
![Kalman filter - generalized version](https://c.mql5.com/i/code/indicator.png)
Kalman filter - generalized version
![Export trade history to CSV v2](https://c.mql5.com/i/code/script.png)
This is the version 2 of my script to export the trade history from MT5 selected between two dates. The resulting file is CSV that can be opened/imported with any spreadsheet software. More columns were added and fixed minor errors. The code for processing and exporting data was rewritten.
![Kalman filter - with candles or bars](https://c.mql5.com/i/code/indicator.png)
Kalman filter - with candles or bars, multi time frame version