Simple backtest for Kalman Filter found here:
What this backtest includes:
-Longs and shorts
-Customization of inputs for Kalman Filter calculation
-Take profit 1 (TP1), and Stop-loss (SL), calculated using standard RMA-smoothed ATR
-Activation of TP1 after entry candle closes
Happy trading!
![EURUSD: Kalman Filter Backtest (Simple) [Loxx]](https://s3.tradingview.com/m/mw5iW2bG_mid.png "Kalman Filter Backtest (Simple) [Loxx]")
