36 lines
1.4 KiB
MQL5
36 lines
1.4 KiB
MQL5
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//+------------------------------------------------------------------+
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//| Legendre Wavelets |
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//| Copyright 2024, DNG |
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//| http://www.mql5.com/ru/users/dng |
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//+------------------------------------------------------------------+
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#define Legendre4(x) Legendre(4,2*x-1)
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#define Legendre6(x) Legendre(6,2*x-1)
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#define Legendre8(x) Legendre(8,2*x-1)
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#define Legendre10(x) Legendre(10,2*x-1)
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#define Legendre12(x) Legendre(12,2*x-1)
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#define Legendre14(x) Legendre(14,2*x-1)
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#define Legendre16(x) Legendre(16,2*x-1)
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#define Legendre18(x) Legendre(18,2*x-1)
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#define Legendre20(x) Legendre(20,2*x-1)
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//+------------------------------------------------------------------+
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//| Legendre Polynoms |
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//+------------------------------------------------------------------+
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double Legendre(uint poly, double x)
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{
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double result = 0;
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switch(poly)
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{
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case 0:
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result = 1.0;
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break;
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case 1:
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result = x;
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break;
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default:
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result = ((2.0 * (poly - 1.0) + 1.0) * x * Legendre(poly - 1, x) - (poly - 1) * Legendre(poly - 2, x)) / poly ;
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break;
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}
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//---
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return result;
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}
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//+------------------------------------------------------------------+
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