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CRingBuffer - Numeric ring buffer with lightweight high-performance statistics engine
CRingBuffer is a powerful MQL5 library for numeric rolling-window analysis. After each insertion it immediately provides mean, variance, standard deviation, percentiles, z-scores, min/max tracking and normalized values - all in O(1) to O(n log n). Table of contents: Application area
Two operating modes Basic statistics Welford statistics (numerically stable, recommended for large price levels) Percentiles Z-s