193# Kalman Filter with Half Trend Regression Forex Strategy

Submit by Dimitri 2024

 

Kalman Filter with Half Trend Regression is a trend reversal strategy.

Strategy Components

  1. Kalman Filter:

    • Long Kalman: Tracks the long-term trend.

    • Note: The Kalman filter also has a short moving average but in this case we only use the long moving average. See Setup in the picture. (50, 200).

  2. Half Trend Regression Indicator:

    • Provides visual signals for trend changes.

    • Works by identifying rising and falling trends using linear regression and smoothing techniques. (amplitude, 2, deviation channel, 2, lienear regression 2)

Setup Strategy

Time Frame 5 min or higher.

Currency pairs: any.

Platform TradingView.

Kalman Filter with Half Trend Regression Forex Strategy
Kalman Filter with Half Trend Regression Forex Strategy
Kalman Filter with Half Trend Regression Forex Strategy
Kalman Filter with Half Trend Regression Forex Strategy
Kalman Filter with Half Trend Regression Forex Strategy
Kalman Filter with Half Trend Regression Forex Strategy

Kalman Filter with Half Trend Regression Forex Strategy
Kalman Filter with Half Trend Regression Forex Strategy

Trading Rules

Entry Criteria

 

  1. Buy Signal:

    • The Kalman line green color (main entrance).

    • Secondary entry (optional), inversion entry: the price bounce on the support line and after appears the buy arrow of Half Trend regression.

Kalman Filter with Half Trend Regression Forex Strategy
Kalman Filter with Half Trend Regression Forex Strategy
  1. Sell Signal:

  • The Kalman line red color (main entrance).

  • Secondary entry (optional), reversal entry: the price bounce on the resistance line and after appears the sell arrow of Half Trend Regression.

Note: Half Trend Regression can also be used as a second trend entry, so Kalman filter green/red and BuySell arrow Half Trend Regression.

Stop Loss:

  • Place stop loss below the recent low (for long positions) or above the recent high (for short positions), adjusted by the ATR (Average True Range) multiplier.

  • Take Profit:

  • Set take profit ratio stop loss 1:1 – 1:1.3

  • Position Sizing:

  • Use a percentage of the total capital based on the risk per trade, calculated using the stop loss distance and ATR.

 

My advice is to use this system to trade either in trend (Kalman filter + Half Trend Regression) or in reversal but not together.

Kalman Filter with Half Trend Regression Forex Strategy
Kalman Filter with Half Trend Regression Forex Strategy
Kalman Filter with Half Trend Regression Forex Strategy
Kalman Filter with Half Trend Regression Forex Strategy
Kalman Filter with Half Trend Regression Forex Strategy
Kalman Filter with Half Trend Regression Forex Strategy
Kalman Filter with Half Trend Regression Forex Strategy
Kalman Filter with Half Trend Regression Forex Strategy
KalmanHalfTrend.txt
Text Document 12.8 KB
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Gurusomu Forex Trading System

Icimoku with TTF Trend

Ichimoku Forex Strategy

1. TTF trend trail - its candle indicator with default setting 

Buy when candle green sell with red when res 

indicators with same direction

2. Filter - default setting buy with blue sell when red 

3. Ichimoku - tenkan- 09 

Kijun- 26

Senkou-52 

buy when candle close above cloud with green 

Sell with red candle close below cloud rest indicators 

must same direction

4. price – default 

5. QFF- Macdv1 setting Fast EMA – 17 

Slow EMA – 35 

Signal EMA – 1

MA signal per – 12 

Buy when close above 0 with green

Sell close below 0 with red when all other 

indicators with Same direction 


6. VH - default setting 

7. Volty channel stop - only ATR length change to -15

KV- 5 

Rest parameters keep same this is one main indicator of sys 

Good thing of this it gives Stop loss right box price displayed is ur SL Once its hits never change its non repainting one


 

In the pictures Gurusomu Trading System in action.

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Gurusomu system
Gurusomu Forex system
sys 2012.zip
Compressed Archive in ZIP Format 30.8 KB