# Kalman Hull Supertrend

Combines Kalman Filter with Hull Moving Average and Supertrend algorithm for trend following.

Canonical: https://prismaticalgos.com/compendium/algo/1335-kalman-hull-supertrend
Record ID: 1335
Catalog rank: 1436 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Trend Following & Directional (A)
Source: https://www.prorealcode.com/prorealtime-indicators/kalman-hull-supertrend/
Evidence label (unverified): source_code

## 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

Opacity warnings: UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.

## Recorded profile

- symbols: any
- timeframes: any
- sessions: any
- market_regime: trending|ranging|volatile

## Indicators

- Kalman Filter: {"measurementNoise": 3, "processNoise": 0.01}; applied to: close
- Hull Moving Average: {}; applied to: Kalman Filter output
- Supertrend: {"atrPeriod": 12, "factor": 1.7}; applied to: Hull Moving Average

## Recorded long-entry rules

- direction crosses under 0

## Recorded short-entry rules

- direction crosses over 0

## Recorded exit rules

- not provided in the source

## Recorded filters

- not provided in the source

## Risk controls

- Stop loss: not provided in the source
- Take profit: not provided in the source
- Position sizing: not provided in the source