openmarket
Kalman Trend Levels Strategy

Kalman Trend Levels Strategy

0.1.1 · Indicator · published 7 days ago · by @fronos77

Kalman Trend Levels Strategy

No README in this version.

Indicator

Outputs

OutputPlotPanelStyle
short_kalmanlineoverlay2 colors, width 1, colored by short_rising
long_kalmanlineoverlay2 colors, width 2, colored by trend_up
trend_updata onlyoverlaydefault
short_risingdata onlyoverlaydefault
candle_ondata onlyoverlaydefault
candle_tintdata onlyoverlaydefault

Handles

Drawings the Indicator creates, moves and removes across bars. A kind listed here is enabled and every new one starts with this look.

KindPanelLook
boxoverlayfill #38bdf8, opacity 0.4, border #38bdf8, border width 0
labeloverlaycolor #e5e7eb, size 12

Strategy

This Indicator places orders. The chart runs the reference broker beside it on the chart's own candles: an order placed on a bar can fill from the next bar on, and the trade list, equity curve and stats show in the Strategy Tester. Its title there is the package's display name.

SettingValue
initial_capital10000
currencyUSD (default)
commission_percentparam commission_pct
slippage_bpsparam slippage_bps
slippage_modelfixed (default)
qty_typepercentOfEquity
qty_valueparam qty_pct
pyramiding1
fill_modelpessimistic (default)
instrumentspot (default)

Beside its outputs it exposes two event streams alerts can arm and two read-only outputs the host publishes on every confirmed bar; screens and rules read them like any output.

NameKindMeaning
strategy.orderevent streaman order placed or replaced, on the bar it was placed on
strategy.fillevent streama trade opened or closed, on the bar the fill landed on
strategy.positionoutputsigned position size after that bar's fills
strategy.equityoutputaccount equity marked at that bar's close

Params

NameDefaultMinMax
qty_pct1001100
commission_pct0.0505
slippage_bps20200
direction0
zone_stop001
retest_entries001
short_len501500
long_len15011000
retest_signals001
candle_color101
up_color1324727272
dn_color11747536872

Inputs

InputSourceSelection
closeohlcvfield close
highohlcvfield high
lowohlcvfield low
bar_ttimefield bar_open_sec

Provenance

ABIwrun-3
SourceRuns on OpenMarket's servers; not downloadable
VersionPublishedNote
0.1.1Oct 27, 2026
0.1.0Oct 27, 2026