This strategy consists of a kalman filter (by alexgrover) and a "stop and reverse" line which is following the kalman filter. If the price goes in the same direction as the position side, the "stop and reverse" line approaches the kalman filter as set on the "Approach Decrease Step" parameter.
Hi, kalman filter module aside, do you have any comments on how your "stop and reverse line" compares to the more general parabolic SAR implementation?