K-ETH Kalman Filter Breakout

This strategy applies a Kalman filter to ETH price on the 15-minute timeframe, producing a smoothed estimate of price along with adaptive volatility bands. The Kalman filter tracks both position and velocity using a predict-update cycle with configurable process noise and measurement noise parameters. Upper and lower bands are constructed from the mean absolute error between price and the Kalman estimate over a 200-bar lookback, scaled by a 2.6x multiplier. A long entry triggers when price crosses above the upper band, signaling bullish momentum breakout; a short entry triggers when price cros