38 lines
2.1 KiB
MQL5
38 lines
2.1 KiB
MQL5
|
/**
|
||
|
|
* @file ExponentialAverage - Stateless O(1) exponential average calculation algorithm.
|
||
|
|
* @deps None
|
||
|
|
* @state Stateless (Calculates one exponential average step from current value, previous average, and smoothing factor)
|
||
|
|
* @io Current value + previous average + smoothing factor -> Returns next exponential average double value
|
||
|
|
* @note AI-assisted code. Independently review and test in a demo environment before live production trading.
|
||
|
|
*/
|
||
|
|
|
||
|
|
#ifndef __EXPONENTIAL_AVERAGE_MQH__
|
||
|
|
#define __EXPONENTIAL_AVERAGE_MQH__
|
||
|
|
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| ExponentialAverage |
|
||
|
|
//| |
|
||
|
|
//| PURPOSE |
|
||
|
|
//| ------- |
|
||
|
|
//| Calculate one exponential average step. |
|
||
|
|
//| |
|
||
|
|
//| RESPONSIBILITIES |
|
||
|
|
//| ---------------- |
|
||
|
|
//| • Calculate exponential average |
|
||
|
|
//| |
|
||
|
|
//| NON-RESPONSIBILITIES |
|
||
|
|
//| -------------------- |
|
||
|
|
//| • State management |
|
||
|
|
//| • Series storage |
|
||
|
|
//| • Period validation |
|
||
|
|
//| • Stream event handling |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
double ExponentialAverage(const double value,
|
||
|
|
const double previous,
|
||
|
|
const double alpha)
|
||
|
|
{
|
||
|
|
return(previous + alpha * (value - previous));
|
||
|
|
}
|
||
|
|
|
||
|
|
#endif // __EXPONENTIAL_AVERAGE_MQH__
|
||
|
|
//+------------------------------------------------------------------+
|