{
  "id": 10615,
  "rank": 1076,
  "name": "Kalman Filter EA",
  "aka": [],
  "family": "I",
  "subtype": "I3",
  "one_liner": "Combines Kalman filter, ROC, Stochastic, and TEMA to generate high-confidence entry signals.",
  "market_regime": "trending|any",
  "timeframes": [
    "1H",
    "4H"
  ],
  "symbols": [
    "EURUSD",
    "USDJPY",
    "AUDUSD",
    "GBPUSD",
    "USDCAD",
    "NZDUSD",
    "XAUUSD",
    "XAGUSD"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [
    {
      "name": "Kalman Filter",
      "params": {
        "sharpness": 25.0,
        "k": 1.0
      },
      "applied_to": "close"
    },
    {
      "name": "ROC",
      "params": {
        "period": 9
      },
      "applied_to": "kfilt"
    },
    {
      "name": "Stochastic",
      "params": {
        "k_period": 14,
        "d_smoothing": 3
      },
      "applied_to": "close"
    },
    {
      "name": "TEMA",
      "params": {
        "period": 20
      },
      "applied_to": "blended_line"
    }
  ],
  "entry_long": [
    "TEMA crosses above its previous value"
  ],
  "entry_short": [
    "TEMA crosses below its previous value"
  ],
  "exit_rules": [
    "Stop Loss or Take Profit"
  ],
  "filters": [
    "Spread exceeds 30 points"
  ],
  "stop_loss": "600 points",
  "take_profit": "300 points",
  "position_size": "0.01 lots",
  "evidence_type": "backtest_shown",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/10615-kalman-filter-ea",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.mql5.com/en/market/product/184240",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}