Hi guys!
For those how are interested in what I am doing now I provided my app screenshots with ‘Find Peaks’ button that runs ZScore algorithm on a cryptocurrency market data (follow the this link for the algorithm source code in C++).
Honestly I am not quite enough understand yet how it works, because I run it first time today, but at least there is some correlation between input parameters and the results. The lesser the threshold
and the longer the lag
the lesser peaks are found. Increasing the influence
also reduces the peak count.