57 lines
1.5 KiB
MQL5
57 lines
1.5 KiB
MQL5
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/**
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* @file RollingSum - Maintains a high-performance moving window accumulation via subtraction of outgoing values and addition of incoming values.
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* @deps None (Independent math utility module)
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* @state Stateful (Tracks active sum and historical state to support roll-back operations during real-time tick ticks)
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* @io Incoming value & Outgoing value -> Mutates and accumulates aggregate double sum | Read -> Outputs active sum
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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 __ROLLING_SUM_MQH__
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#define __ROLLING_SUM_MQH__
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CRollingSum
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{
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private:
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double m_currentSum;
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double m_lastSum;
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public:
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CRollingSum()
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{
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m_currentSum = 0.0;
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m_lastSum = 0.0;
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}
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void Reset()
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{
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m_currentSum = 0.0;
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m_lastSum = 0.0;
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}
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void RollBack()
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{
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m_currentSum = m_lastSum;
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}
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void Update(const double addValue,
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const double subtractValue)
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{
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m_currentSum += addValue - subtractValue;
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}
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void RollOver()
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{
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m_lastSum = m_currentSum;
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}
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double Value() const
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{
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return(m_currentSum);
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}
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};
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#endif // __ROLLING_SUM_MQH__
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//+------------------------------------------------------------------+
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