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KEAS

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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.
Sürüm Notları
v2
Sürüm Notları
v3

Feragatname

Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.