[amibroker] Kalman's Filter Formula

["riccardom70" <riccardom70@xxxxxxxxxxx>]

Hi ,  someone knows the formula of the Kalman's Filter  for amibroker
( not the T3 formula ) ????

For Tradestation is :

{Function name= KF}
INPUT:
K1(Numeric),
BP(NumericSeries);
VARS:
Pred(BP),
Smooth(0),
Velo(0),
DeltaK(0),
stderr(0),
error(0),
sumerr(0) ;
IF currentbar > 1 then BEGIN

DeltaK = BP -Pred;
Smooth = Pred + DeltaK* SquareRoot( (K1/10000)*2 ) ;
Velo= Velo + ((K1/10000)*Deltak) ;
Pred = Smooth + Velo ;

KF=Pred;
END; 


Thanks  Riccardo







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