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Seller price: Free
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EKF Portfolio EA1.3
Seller claims
grid no · martingale no · SL yes
EALegit summary — unaudited listing
EKF Portfolio Trader is a MetaTrader 5 expert advisor that uses an Extended Kalman Filter (a recursive Bayesian estimation algorithm) to generate entry signals based on statistically significant deviations from a filtered price estimate, gated by a normalized innovation z-score. It manages a portfolio of up to 10 symbols from one instance, applying EMA trend, ADX, volume, and correlation filters before entering trades. Risk is controlled through dynamic percent-based lot sizing, a daily loss circuit-breaker, caps on daily trades and concurrent positions, margin checks, and ATR-based stop loss, take profit, and trailing stop levels. No grid or martingale logic is described.
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