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.
Enable huge pages by running gpedit.msc and adding the current user to Local Computer Policy->Computer Configuration->Windows Settings->Security Settings->Local Policies->User Rights Assignment->Lock pages in memory:
and logging out of current Windows session for changes take effect.