# Kalman Filter EA

Combines Kalman filter, ROC, Stochastic, and TEMA to generate high-confidence entry signals.

Canonical: https://prismaticalgos.com/compendium/algo/10615-kalman-filter-ea
Record ID: 10615
Catalog rank: 1076 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Statistical, Quantitative & Machine Learning (I)
Source: https://www.mql5.com/en/market/product/184240
Evidence label (unverified): backtest_shown

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: EURUSD, USDJPY, AUDUSD, GBPUSD, USDCAD, NZDUSD, XAUUSD, XAGUSD
- timeframes: 1H, 4H
- sessions: Not specified
- market_regime: trending|any

## Indicators

- Kalman Filter: {"k": 1.0, "sharpness": 25.0}; applied to: close
- ROC: {"period": 9}; applied to: kfilt
- Stochastic: {"d_smoothing": 3, "k_period": 14}; applied to: close
- TEMA: {"period": 20}; applied to: blended_line

## 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

## Risk controls

- Stop loss: 600 points
- Take profit: 300 points
- Position sizing: 0.01 lots