Hi,

I've implemented a Kalman Filter into an indicator from one of the posts here and I'm having a heck of a time trying to measure the slope of the line in degrees like I've seen done in other indicators.

Was wondering if anyone could take a look at this and let me know where I'm going wrong. Thanks!

 

Code

public class KalmanFilter : Indicator { private double DeltaK; private double Smooth; private Series<double> Velocity; public double xSlope = 0; private const double radToDegrees = 180 / Math.PI; private int shallowAngle = 30; private int steepAngle = 60; private FilterDirection currentDirection; public FilterDirection CurrentDirection { get { Update(); return currentDirection; } } private FilterDirection directionStatus; public enum FilterDirection { Rising, Falling } protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"Kalman Filter."; Name = "KalmanFilter"; Calculate = Calculate.OnPriceChange; IsOverlay = true; DisplayInDataBox = false; DrawOnPricePanel = true; DrawHorizontalGridLines = true; DrawVerticalGridLines = true; PaintPriceMarkers = false; ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right; IsSuspendedWhileInactive = true; Gain = 190; UseAngle = true; fontSize = 12; AddPlot(Brushes.Red, "GainLevel"); Plots[0].Width = 2; } else if (State == State.Configure) { } else if (State == State.DataLoaded) { Velocity = new Series<double>(this, MaximumBarsLookBack.Infinite); } } protected override void OnBarUpdate() { var simpleFont = new SimpleFont("Arial", fontSize) { Size = fontSize, Bold = false }; if (CurrentBar == 0) { GainLevel[0] = Input[0]; Velocity[0] = 0; return; } DeltaK = Input[0] - GainLevel[1]; Smooth = GainLevel[1] + DeltaK * Math.Sqrt((Gain / 10000) * 2); Velocity[0] = Velocity[1] + ((Gain / 10000) * DeltaK); GainLevel[0] = Smooth + Velocity[0]; xSlope = (radToDegrees * (Math.Atan((GainLevel[0] + (GainLevel[1]) / 2) / 1.56 / TickSize))); //Draw.TextFixed(this, "Gain", GainLevel[0] + " - Gain Level", TextPosition.BottomRight); //Draw.TextFixed(this, "Slope", xSlope + " - Current Slope", TextPosition.BottomLeft); Print("\tSlope @ : " + xSlope); if (IsRising(GainLevel)) { Draw.TextFixed(this, "Rising", "Is Rising", TextPosition.TopRight); directionStatus = FilterDirection.Rising; } else { Draw.TextFixed(this, "Rising", "Is Falling", TextPosition.TopRight); directionStatus = FilterDirection.Falling; } currentDirection = directionStatus; }

I've tried a bunch of variations without success so far, this is the line in question


xSlope = (radToDegrees * (Math.Atan((GainLevel[0] + (GainLevel[1]) / 2) / 1.56 / TickSize)));

If you draw an oblique line from left to right, to find its slope you would procede like that:

I don't know if it will help but this is a piece of code i use in one of my project.

 

Code

float slope; Point leftPoint, rightPoint; leftPoint = new Point(100, 100); // Anchor point 1 rightPoint = new Point(200, 200); // Anchor point 2 // slope = rise over run (rise/run) or (Vertical Y / Time X) slope = (float)(leftPoint.Y - rightPoint.Y) / (float)(leftPoint.X - rightPoint.X); angleOfSlope = ( Math.Atan( slope ) * 180 / Math.PI ) *-1;

This may help too:
https://www.usgs.gov/science-support/osqi/yes/resources-teachers/determine-percent-slope-and-angle-slope