Statistical

HawaiianTsunamiSurfer, a statistical look at determinant price explosions – EA MetaTrader 5

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A tsunami on AUDUSD
It is a fact that: People react in a particular way to price explosions in a given market. Prices never go in a straight line, they move in trends. Sudden heavy movements often produce strong retracements. HawaiianTsunamiSurfer.mq5 combines the premises above in order to identify the price level that is most likely to be retracted … Read more

Statistical Functions – library MetaTrader 5

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Statistical Functions - library for MetaTrader 5
Set of statistical functions which allows you to calculate some values describing timeseries like correlation between two time series, linear regression, standard deviation etc. It includes also more advanced functions like definite integral. Header file “Statistics.mqh” includes following functions: Syntax Description Return type  mean(T &arr[])  Mean  (generic)   std(double &arr[])  Standard deviation  double  correlation(&arr1[], &arr2[])  Correlation … Read more

Statistical characteristics – indicator MetaTrader 5

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Statistical characteristics
The indicator shows the statistical characteristics of bars: the mean value, variance, skewness and kurtosis. In this example four instances of the indicator with different statistical methods selected in settings are attached to a chart: The indicator only works on a new bar, no calculations are made inside the bar.   Statistical characteristics – indicator … Read more