Your First Pipeline: Symbol Input → Kalman Filter → Chart Output
Kalmate's Pipeline lets you build visual data workflows by connecting nodes — no code required. In this tutorial, you'll build a live pipeline that fetches AAPL prices, smooths them with a Kalman Filter, and displays a real-time chart.
WHAT YOU'LL BUILD
Result: A live candlestick chart where price noise is filtered out by the Kalman algorithm.
Step 1: Open the Pipeline Editor
Go to /terminal/pipeline. You'll see a blank canvas with a node palette on the left (Input, Process, Output categories).
Step 2: Add a Symbol Input Node
- Click Input in the palette to expand it.
- Drag Symbol Input onto the canvas.
- Click the node to open its config panel on the right.
- Enter
AAPLas the symbol. - Set Interval to
30s(default). - Click Save. The node will start fetching live AAPL quotes from Yahoo Finance.
Step 3: Add a Kalman Filter Node
The Kalman Filter smooths noisy price data by estimating the true signal. It's perfect for financial time series where prices jump around.
- Click Process in the palette.
- Drag Kalman Filter onto the canvas, to the right of Symbol Input.
- Click the node. Set Process Noise (Q) to
0.01and Measurement Noise (R) to0.1. - Q (process noise) = how much the true price can change between steps. Lower = smoother.
- R (measurement noise) = how noisy the incoming data is. Higher = trust the model more.
Step 4: Connect the Nodes
- Hover the output handle (right side) of Symbol Input — it glows green.
- Click and drag to the input handle (left side) of Kalman Filter.
- A connection line appears. Data now flows: Symbol Input → Kalman Filter.
Step 5: Add a Chart Output Node
- Click Output in the palette.
- Drag Chart Output onto the canvas, to the right of Kalman Filter.
- Connect Kalman Filter's output → Chart Output's input.
- Click Chart Output, set Chart Type to
Candlestick. - Set Time Range to
1d.
Step 6: Run the Pipeline
Click the ▶ Run button in the top toolbar. Within seconds:
- Symbol Input fetches live AAPL price (updates every 30s).
- Kalman Filter outputs a smoothed price series.
- Chart Output renders a live candlestick chart.
Come back in a few minutes — the chart updates automatically as new data arrives.
PRO TIP: Tweak Q and R
Try Q=0.001, R=0.5 for ultra-smooth (laggy) or Q=0.1, R=0.01 for responsive (noisier). The Kalman Filter adapts in real time.
What's Next?
- Add a SMA node after Kalman Filter to compare smoothed vs. simple moving average.
- Swap Chart Output for Candle Chart Output for volume bars.
- Add an Alert Output to get browser notifications when price crosses a threshold.
- Read Advanced Pipeline: Multi-Symbol Mean-Reversion with RSI + SMA (publishes June 28).
- See All 18 Pipeline Nodes Explained (publishes July 5).
Questions? Contact us or open an issue on GitHub.