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refactor: Optimized for incremental calculation

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Toh4iem9
2025-12-21 14:55:13 +01:00
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Indicators/MyIndicators/Authors/Ehlers/1_Smoothers/Gaussian_Filter_Pro.md
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@@ -30,10 +30,17 @@ The Gaussian Filter is a 2-pole Infinite Impulse Response (IIR) filter. Its calc
## 3. MQL5 Implementation Details
* **Self-Contained Calculator (`Gaussian_Filter_Calculator.mqh`):** The entire recursive calculation, including the coefficient computation, is encapsulated within a dedicated, reusable calculator class.
Our MQL5 implementation follows a modern, object-oriented design to ensure stability, reusability, and maintainability.
* **Modular Calculation Engine (`Gaussian_Filter_Calculator.mqh`):**
The entire recursive calculation is encapsulated within a dedicated, reusable calculator class.
* **Optimized Incremental Calculation (O(1)):**
Unlike basic implementations that recalculate the entire history on every tick, this indicator employs an intelligent incremental algorithm.
* **State Tracking:** It utilizes `prev_calculated` to process only new bars.
* **Persistent Buffers:** The indicator buffer itself acts as the persistent memory for the recursive calculation (`Filt[i-1]`, `Filt[i-2]`), ensuring seamless updates without drift or full recalculation.
* **Heikin Ashi Integration:** An inherited `_HA` class allows the calculation to be performed seamlessly on smoothed Heikin Ashi data.
* **Stability via Full Recalculation:** The calculation is highly state-dependent. To ensure absolute stability, the indicator employs a **full recalculation** on every `OnCalculate` call, with the recursive state (`f[1]`, `f[2]`) managed internally within the calculation loop.
* **Definition-True Initialization:** The filter is "warmed up" by setting the initial output values to the raw price for the first few bars, providing a stable starting point for the recursion.
## 4. Parameters
@@ -50,8 +57,6 @@ The Gaussian Filter should be used as a high-quality, low-lag replacement for tr
* **Trend Filtering:** A longer-period Gaussian filter can be used to define the overall market bias.
* **Crossover Signals:** A system using a fast and a slow Gaussian filter will generate crossover signals with less lag than an equivalent EMA-based system.
The key advantage of the Gaussian filter is its excellent balance between smoothing and responsiveness.
### **Combined Strategy with Gaussian Momentum (Advanced)**
The filter's true potential is unlocked when used with its companion oscillator, the `Gaussian_Momentum_Pro`. A key predictive relationship exists between them: