Extracted algorithm research record
Kalman Filter EA
Combines Kalman filter, ROC, Stochastic, and TEMA to generate high-confidence entry signals.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded timeframes
- 1H, 4H
- Recorded sessions
- Not specified
- Recorded regime
- trending|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Kalman Filter | {"k": 1.0, "sharpness": 25.0} | close |
| ROC | {"period": 9} | kfilt |
| Stochastic | {"d_smoothing": 3, "k_period": 14} | close |
| TEMA | {"period": 20} | blended_line |
Extracted strategy rules
Recorded long-entry rules
- TEMA crosses above its previous value
Recorded short-entry rules
- TEMA crosses below its previous value
Recorded exit rules
- Stop Loss or Take Profit
Recorded filters
- Spread exceeds 30 points
- Stop loss
- 600 points
- Take profit
- 300 points
- Position sizing
- 0.01 lots
Questions about this record
What entry rules are recorded for Kalman Filter EA?
Long: TEMA crosses above its previous value Short: TEMA crosses below its previous value These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, USDJPY, AUDUSD, GBPUSD, USDCAD, NZDUSD, XAUUSD, XAGUSD. Timeframes: 1H, 4H. These are source-recorded labels, not verified execution behavior.