mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-23 21:18:04 +00:00
Refactor documentation to remove "Zero-Allocation Design" sections across various trend indicators and implement a PowerShell script for automated cleanup
- Updated mathematical foundations and performance profiles where necessary to maintain clarity and coherence.
This commit is contained in:
@@ -17,14 +17,6 @@ DWMA applies a linear weight kernel (triangle window) twice.
|
||||
|
||||
The effective window size is roughly $2 \times \text{Period}$, and the lag is cumulative. This is not for high-frequency scalping; this is for determining if the market is actually bullish or just having a manic episode.
|
||||
|
||||
### Zero-Allocation Design
|
||||
|
||||
Our implementation composes two `Wma` instances.
|
||||
|
||||
- **Composition**: We wrap two `Wma` objects.
|
||||
- **Efficiency**: Since `Wma` is O(1) (using a running sum algorithm), DWMA is also O(1).
|
||||
- **Memory**: No massive arrays are allocated; just the internal buffers of the two WMAs.
|
||||
|
||||
## Mathematical Foundation
|
||||
|
||||
$$ \text{WMA}_1 = \text{WMA}(P, N) $$
|
||||
|
||||
Reference in New Issue
Block a user