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Prismatic Lattice · Research directory

Kalman Filter Trading Algorithms

14 records in the full 2026-10-31 15:46 UTC export; 7 have pages in this release. Classification and extracted rules are unverified.

Published research records · catalog reading order, not performance
RankAlgorithm & extracted summaryIndexed familyRecorded markets
1,076Kalman Filter EA

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

Statistical, Quantitative & Machine LearningEURUSD, USDJPY, AUDUSD, GBPUSD, USDCAD, NZDUSD, XAUUSD, XAGUSD
1,436Kalman Hull Supertrend

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

Trend Following & Directionalany
1,865Peregrine Gold Quant

Systematic trend following with seven volatility-normalised trend signals and Kalman filter.

Statistical, Quantitative & Machine LearningXAUUSD
2,520LSF-X Engine

A high-performance Expert Advisor for MetaTrader 5 that trades based on momentum bursts, least-squares trend fitting, and Kalman-filtered signal smoothing.

Trend Following & Directionalany
2,604Range Filtered Trend Signals

Identifies in-range breakouts and trend changes using a Kalman filter, SuperTrend, and volatility-based range bands.

Trend Following & Directionalany
2,671DollarBooster3

Trend-following cBot with a probabilistic regime engine and score-based signal for FX, indices, metals, and CFDs.

Trend Following & DirectionalUS30, XAUUSD, EURUSD, US500, UK100, Silver
2,811Range Filtered Trend Signals

Combines Kalman Filter and Supertrend to identify trend signals within range bands.

Trend Following & DirectionalNot specified