Updated
KEAS
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.
⯁ 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.
Release Notes
v2Release Notes
v3
ZurvanEG
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
ZurvanEG
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.