validation and profiles

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Miha Kralj
2026-02-26 22:02:52 -08:00
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# IMPULSE: Elder Impulse System
# IMPULSE: Elder Impulse System
> "The Impulse System identifies inflection points where a trend speeds up or slows down." -- Alexander Elder, *Come Into My Trading Room*
@@ -103,6 +103,44 @@ The system combines two derivatives:
Both must confirm for a directional signal. This dual-confirmation suppresses false signals during transitions but introduces lag at inflection points.
## Performance Profile
### Operation Count (Streaming Mode)
Impulse System combines an EMA (or JMA) of close with a MACD histogram to produce a ternary directional signal.
**Post-warmup steady state (per bar):**
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| FMA × 1 (EMA close update) | 1 | 4 | 4 |
| MACD pipeline (2 EMA + signal EMA) | 3 | 4 | 12 |
| SUB (MACD histogram = MACD signal) | 1 | 1 | 1 |
| CMP × 2 (EMA up/down, histogram up/down) | 2 | 1 | 2 |
| Ternary encoding (+1/0/1) | 1 | 1 | 1 |
| **Total** | **8** | — | **~20 cycles** |
Four independent EMA streams. ~20 cycles per bar at steady state.
### Batch Mode (SIMD Analysis)
| Operation | Vectorizable? | Notes |
| :--- | :---: | :--- |
| All EMA passes × 4 | **No** | Recursive IIR — sequential |
| Histogram subtraction | Yes | VSUBPD after EMA arrays complete |
| Signal comparison | Yes | VCMPPD |
Same EMA constraint across all impulse components.
### Quality Metrics
| Metric | Score | Notes |
| :--- | :---: | :--- |
| **Accuracy** | 9/10 | Three independent EMA streams; precise FMA arithmetic |
| **Timeliness** | 6/10 | MACD slow-MA period dominates warmup lag |
| **Smoothness** | 10/10 | Ternary output eliminates all intermediate noise |
| **Noise Rejection** | 8/10 | Dual confirmation (trend + momentum) reduces false signals |
## Resources
- Elder, A. (2002). *Come Into My Trading Room*. John Wiley and Sons.