23 lignes
1 014 o
MQL5
23 lignes
1 014 o
MQL5
/**
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* @file SmoothedAverage - Stateless O(1) smoothed average calculation algorithm.
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* @deps None
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* @state Stateless (Calculates one smoothed average step from current value, previous average, and smoothing factor)
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* @io Current value + previous average + smoothing factor -> Returns next smoothed average double value
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* @note AI-assisted code. Independently review and test in a demo environment before live production trading.
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*/
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#ifndef __SMOOTHED_AVERAGE_MQH__
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#define __SMOOTHED_AVERAGE_MQH__
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double SmoothedAverage(const double value,
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const double previous,
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const double alpha)
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{
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return(previous + alpha * (value - previous));
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}
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#endif // __SMOOTHED_AVERAGE_MQH__
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//+------------------------------------------------------------------+
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