Calculating Moving Averages with a Ring Buffer in MQL5

Summary

This technical note describes an MQL5 class for calculating moving averages with a ring buffer. It supports common smoothing methods and lets an indicator process either a full input array or individual values, while tracking how much data has already been processed. The class also exposes the moving-average period, method name, and minimum bar requirement, and its results can be accessed similarly to an array.

The examples show using the class inside an indicator calculation routine and building a second moving average from the first indicator’s buffered output. The note reports example outputs for a buffer holding 256 elements, but provides no timing comparison, accuracy analysis, or trading results. It is useful as an implementation pattern for indicator calculations in MQL5; users still need to account for indexing conventions, input series orientation, and buffer setup in their own code.

Key ideas

• A ring buffer can hold moving-average values while new observations are processed incrementally.
• The class supports array-based and single-value calculation workflows.
• Its configurable inputs include smoothing period, smoothing method, buffer size, and series indexing.
• The examples demonstrate calculating an indicator from prices and chaining one buffered moving average into another.
• The note supplies implementation examples but no performance or trading evaluation.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.