OPEN-SOURCE SCRIPT
Kinetic Kalman Breakout
🚀 Kinetic Kalman Breakout
Kinetic Kalman Breakout (KKB) is a high-tech trend-following strategy powered by an Adaptive Kalman Filter. Unlike traditional moving averages that suffer from fixed lag, this algorithm utilizes a state-space mathematical model to predict price movement, effectively filtering out market noise while reacting instantly to genuine trend shifts.
🧠 How It Works
The core of the strategy is the Kalman Filter, which dynamically estimates the "true" price of the asset by separating random volatility from the underlying trend. Adaptive volatility bands are then constructed around this line based on the Mean Absolute Error (MAE).
LONG Entry: Triggered when the price closes above the upper band (Volatility Breakout).
SHORT Entry: Triggered when the price closes below the lower band.
The Logic: The strategy operates on an "Always-in-the-Market" principle, flipping the position whenever the trend phase changes. This approach ensures you capture the full meat of large price swings without exiting prematurely.
💎 Optimized for ETH/USDT
This version comes with hard-coded parameters specifically tuned for Ethereum on the 15-minute timeframe. These settings are the result of an extensive backtest covering over 200,000 candles (6+ years of data):
Timeframe: 15 min
Process Noise Settings: Calibrated to capture ETH’s medium-term momentum.
Band Lookback (200): Ensures smooth boundaries and provides a robust shield against "fakeouts."
🛡️ Money Management
Initial Capital: $10,000
Order Size: $1,000 (fixed cash volume for consistent growth).
Commission: 0.05% (pre-calculated for realistic performance metrics).
Kinetic Kalman Breakout (KKB) is a high-tech trend-following strategy powered by an Adaptive Kalman Filter. Unlike traditional moving averages that suffer from fixed lag, this algorithm utilizes a state-space mathematical model to predict price movement, effectively filtering out market noise while reacting instantly to genuine trend shifts.
🧠 How It Works
The core of the strategy is the Kalman Filter, which dynamically estimates the "true" price of the asset by separating random volatility from the underlying trend. Adaptive volatility bands are then constructed around this line based on the Mean Absolute Error (MAE).
LONG Entry: Triggered when the price closes above the upper band (Volatility Breakout).
SHORT Entry: Triggered when the price closes below the lower band.
The Logic: The strategy operates on an "Always-in-the-Market" principle, flipping the position whenever the trend phase changes. This approach ensures you capture the full meat of large price swings without exiting prematurely.
💎 Optimized for ETH/USDT
This version comes with hard-coded parameters specifically tuned for Ethereum on the 15-minute timeframe. These settings are the result of an extensive backtest covering over 200,000 candles (6+ years of data):
Timeframe: 15 min
Process Noise Settings: Calibrated to capture ETH’s medium-term momentum.
Band Lookback (200): Ensures smooth boundaries and provides a robust shield against "fakeouts."
🛡️ Money Management
Initial Capital: $10,000
Order Size: $1,000 (fixed cash volume for consistent growth).
Commission: 0.05% (pre-calculated for realistic performance metrics).
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
Professional Trader
Capital Management
Capital Management
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
Professional Trader
Capital Management
Capital Management
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。