mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
refactor: Optimized for incremental calculation
This commit is contained in:
+10
-4
@@ -1,4 +1,4 @@
|
||||
# Laguerre Filter Adaptive Professional
|
||||
# Laguerre Filter Adaptive Pro
|
||||
|
||||
## 1. Summary (Introduction)
|
||||
|
||||
@@ -33,9 +33,15 @@ The indicator uses a multi-stage digital signal processing (DSP) pipeline to ach
|
||||
|
||||
## 3. MQL5 Implementation Details
|
||||
|
||||
* **Self-Contained, Stateful Calculator:** Due to the complexity of the cycle measurement algorithm, this indicator uses a dedicated, self-contained calculator (`..._Calculator.mqh`). This calculator is designed as a **stateful class**, where all internal recursive variables (for cycle measurement and filtering) are stored as member variables. This ensures that the indicator's state is correctly maintained between ticks.
|
||||
* **Heikin Ashi Integration:** An inherited `_HA` class allows the entire adaptive calculation to be performed seamlessly on smoothed Heikin Ashi data.
|
||||
* **Stability via Full Recalculation:** The calculation is a highly complex, multi-stage recursive process. To ensure absolute stability and prevent desynchronization, the indicator employs a **full recalculation** on every `OnCalculate` call. This is the only robust method for this type of complex DSP filter.
|
||||
* **Self-Contained, Stateful Calculator:** Due to the complexity of the cycle measurement algorithm, this indicator uses a dedicated, self-contained calculator (`Laguerre_Filter_Adaptive_Calculator.mqh`). This calculator is designed as a **stateful class**, where all internal recursive variables (for cycle measurement and filtering) are stored as member variables. This ensures that the indicator's state is correctly maintained between ticks.
|
||||
|
||||
* **Optimized Incremental Calculation:**
|
||||
Unlike basic implementations that recalculate the entire history on every tick, this indicator employs an intelligent incremental algorithm.
|
||||
* It utilizes the `prev_calculated` state to determine the exact starting point for updates.
|
||||
* **Persistent State:** The internal buffers for the Homodyne Discriminator (`m_filt_buf`, `m_I1_buf`, etc.) persist their state between ticks. This allows the complex DSP pipeline to continue seamlessly from the last known values without re-processing the entire history.
|
||||
* This results in **O(1) complexity** per tick, ensuring instant updates and zero lag, even on charts with extensive history.
|
||||
|
||||
* **Heikin Ashi Integration:** An inherited `_HA` class allows the entire adaptive calculation to be performed seamlessly on smoothed Heikin Ashi data, leveraging the same optimized engine.
|
||||
|
||||
## 4. Parameters
|
||||
|
||||
|
||||
Reference in New Issue
Block a user