Zero mean normalized nonlinear Kalman filter – with floating levels – indicator MetaTrader 5
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Theory :
This is an extended version of the zero mean normalized nonlinear Kalman filter (originally published here : Zero mean normalized Kalman filter). In addition to the original this version is having floating levels and 3 coloring modes for signals :
color change on slope
color change on outer (floating) levels cross
color change on middle (floating) level (sort of a “zero line”) cross
