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