From 733258d9f63c5fa747f9b7b104767cea3d25816c Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sun, 30 Nov 2025 10:39:23 +0100 Subject: [PATCH] refactor: Optimized for incremental calculation --- .../2_Oscillators/Laguerre_RSI_Adaptive_Pro.md | 17 ++++++++++++----- 1 file changed, 12 insertions(+), 5 deletions(-) diff --git a/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_RSI_Adaptive_Pro.md b/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_RSI_Adaptive_Pro.md index f5f684e..e3a2667 100644 --- a/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_RSI_Adaptive_Pro.md +++ b/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_RSI_Adaptive_Pro.md @@ -1,4 +1,4 @@ -# Laguerre RSI Adaptive Professional +# Laguerre RSI Adaptive Pro ## 1. Summary (Introduction) @@ -7,7 +7,7 @@ > This indicator is a member of a family of tools based on John Ehlers' Laguerre filter. Each member utilizes the filter's extremely low-lag and smooth characteristics to analyze different aspects of market behavior. > > * [Laguerre Filter](./Laguerre_Filter_Pro.md): A fast, responsive moving average. -> * [Laguerre RSI](./Laguerre_RSI_Pro.md): A smooth, momentum oscillator with a fixed `gamma`. +> * [Laguerre RSI](./Laguerre_RSI_Pro.md): A smooth, noise-filtered momentum oscillator. > * [Laguerre Filter Adaptive](./Laguerre_Filter_Adaptive_Pro.md): A self-adjusting Laguerre Filter. > * **Laguerre RSI Adaptive:** A self-adjusting Laguerre RSI that dynamically adapts its smoothing based on the measured market cycle. @@ -37,9 +37,16 @@ The indicator uses a multi-stage digital signal processing (DSP) pipeline. The c ## 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_RSI_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.) and the Laguerre RSI (`m_L0_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. + * **Value Clamping:** The final calculated value is mathematically clamped to the 0-100 range. ## 4. Parameters