Ok, here it is attached, the indicator and the strategy. It takes much longer to optimize (because of those matrix manipulations), so I don't have the complete results yet, but it does not look good so far compared with the filters based on the exponential moving averages. Perhaps I didn't set it up quite right with respect to the error matrix. Astor, it's all yours now for review.
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TensionKalman.java
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KalmanTest.java
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