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refactor(indicators): Optimized for incremental calculation

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Toh4iem9
2026-01-05 11:22:44 +01:00
parent b18512c092
commit 66501aa1eb
1 changed files with 9 additions and 7 deletions
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Include/MyIncludes/Windowed_MA_Calculator.mqh
+9 -7
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@@ -47,19 +47,21 @@ bool CWindowedMACalculator::Init(int period, ENUM_INPUT_SOURCE source_type)
m_period = (period < 2) ? 2 : period; m_period = (period < 2) ? 2 : period;
m_source_type = source_type; m_source_type = source_type;
// Pre-calculate Hann Weights // Pre-calculate Weights
ArrayResize(m_weights, m_period); ArrayResize(m_weights, m_period);
m_weight_sum = 0; m_weight_sum = 0;
for(int j = 0; j < m_period; j++) for(int j = 0; j < m_period; j++)
{ {
// Hann Window Formula: 0.5 * (1 - cos(2*pi*j / (N-1))) // FIX: Changed from Standard Hann to Ehlers' Modified Hann
// Note: j goes from 0 to N-1. // Standard: 0.5 * (1 - cos(2*pi*j / (N-1))) -> Edges are ZERO.
// j=0 -> weight=0 // Ehlers: 1.0 - cos(2*pi*(j+1) / (N+1)) -> Edges are NON-ZERO.
// j=N-1 -> weight=0
// Peak is at j=(N-1)/2 // Ehlers uses 1-based indexing in formula (count), we use 0-based (j).
// So (count) becomes (j + 1.0).
double weight = 1.0 - cos(2.0 * M_PI * (j + 1.0) / (m_period + 1.0));
double weight = 0.5 * (1.0 - cos(2.0 * M_PI * j / (m_period - 1.0)));
m_weights[j] = weight; m_weights[j] = weight;
m_weight_sum += weight; m_weight_sum += weight;
} }