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Libraries

CSeries Class - library for MetaTrader 4

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Published:
2018.06.27 10:08
\MQL4\Include\
CSeries.mqh (3.28 KB)view
\MQL4\Experts\

CSeries class is a low latency container made for the purpose of collecting ticks and working further with them. It allows user to access ticks in the same way like he would access OHLC (Open High Low Close) bar prices. Index "0" marks the newest container member (newest price collected).

CSeries class constantly keeps in memory a particular number of last ticks. If number of ticks collected exceed the allowed container size, the oldest ticks are discarded while leaving newest ticks in the container.

Furthermore, user can easily calculate significant measures, like moving average, standard deviation or z score using inbuilt container functions. This class can be used according to various needs, it can be used for the purpose of collecting other measurements as well.

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