Kalman Trend Logic: Adaptive MT5 Expert Advisor for volatility-aware trend following

This Kalman Trend Logic review presents a 2026 performance analysis that focuses on how the EA adapts to changing market regimes. Kalman Trend Logic uses a dual recursive Kalman filter model that produces fast and slow trend estimates, and it overlays ATR-based scaling to stretch or compress sensitivity as volatility changes. In live and backtest comparisons the approach reduced whipsaw exposure compared with static-parameter trend systems while maintaining a clear breakout and trend-capture bias. What makes Kalman Trend Logic unique is the combination of recursive filtering and volatility scaling that updates parameter responsiveness every bar. The algorithm continually estimates trend state and uncertainty, then applies ATR scaling to modify entry thresholds and trailing stop distances. The system handles trending markets best, especially sustained directional moves on 1-hour to 4-hour charts, and it includes optional retest confirmation to filter spurious breakouts. Risk management favors trailing stops and position scaling rather than fixed grid exposure, and users can limit capital per trade to control volatility impact. Expected performance characteristics include moderate trade frequency with multi-day holds on winners, controlled drawdowns when trending behavior persists, and variable win rates depending on the instrument and timeframe. In practice Kalman Trend Logic produced consistent net profit over diversified sample periods, though performance depends on sensible lot sizing, broker execution quality, and realistic spread and slippage assumptions. Vladislav Kuznetsov implemented clear parameter defaults and incremental price increases tied to sales milestones, which is important to note for purchasers evaluating long-term cost versus benefit.