PINE LIBRARY
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KEAS

406
Library "KEAS"
⯁ KEAS — Kalman‑Ehlers Adaptive Smoother

◈ Purpose
Produces a low-lag, noise-resistant smoothed price series by fusing two complementary adaptive engines: a Two-State Kalman Filter (position + velocity) and an Ehlers 2-Pole SuperSmoother with adaptive length. A quality-driven weighting layer continuously measures each engine's performance and blends them into a single hybrid output that balances smoothness, lag and responsiveness.

◈ Inputs
⬦ src → Price source (series float). Default: close.
⬦ len → Base smoothing period (int, bars). Default: 34.

◈ Output
⬦ hybrid → Final blended smoother value (float).

◈ Usage Guide
> import ZurvanEG/KEAS/2 as hybrid
> float smooth = hybrid.keas(close, 34)
Returns a clean hybrid smooth with default settings.

◈ Performance Notes
⬥ No arrays or ring buffers — fully recursive, O(1) per bar.
⬥ Kalman 2×2 covariance runs one predict/update cycle per bar.
⬥ SS recursive form: only two previous values required.
⬥ Safe for all timeframes and instruments with no parameter changes.
版本注释
v2
版本注释
v3

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