Rolling (static) array?

Question

Based on ticks per second (ticksLastSecond), I would now like to calculate the average ticks per second over the last minute. For this, I would need a rolling array with size = 60 I assume, each second pushing the array elements forward by the newest ticksLastSecond value (preferrably at the beginning (0) of the array) and the oldest one out. How could this be achieved?

Many thanks in advance!

Answer 1

you can use arrays, keeping in mind the following: if you need average of 60 (x) values, your array could be of size 60(which is very impractical: you will need to copy elements 1 to 59 into 0 to 58 each second) or 120(copying once per minute) more. So, 120 is preferred I think, more is of no need.

input int size = 60;
int array[];
ArraySize(array,2*size);
int cursor=0; //- shows position of the last element

void add(const int element){
   if(cursor>=2*size-1)resize();
   array[cursor++]=element;
}
void resize(){
   ArrayCopy(array,array,0,size);
   cursor=size;
}
//for array average: iMAOnArray() or manually:
double getAvg(){
   if(cursor+1<size)return 0;
   double sum=0;
   for(int i=0;i<size;i++){
      sum+=array[cursor-1-i];
   }
   return(sum/cursor);
}

also possible to keep computed value of average and then add last, subtract first-this will speed up even more, think in case of backtesting. This all might be better to put in a structure.

Same but easier is use of CArrayInt or CArrayObj - in such case you do not worry about size, use methods Add() and DeleteRange(0,size-1), for looping : Total() andAt(i);

Another approach is to use a linked list in mql5, with easy access to first and last element. It is already implemented so try CLinkedList<T> : public ICollection here