Ok...
Nicholishen and Mladen;
Kalman and Bayesian Filter theory is quite rich.I am especially interested in unscented kalman filter kinds which is suggested for noisy time series.
Is Optimised type of square-root Unscented Kalman filter potential in mql4-5?
Https://github.com/sfwa/ukf
http://au.tono.my/log/20130531-kalman-filter.html
Mladen can you give a link for Kalman filter with extras in mt5 ?