Statistical functions - MetaTrader 5 library | MT5 EA download - MetaTrader 5 resources
A set of statistical functions that allow you to calculate some values that describe a time series, such as correlation between two time series, linear regression, standard deviation, etc. It also includes more advanced functions such as definite integrals.
The header file "Statistics.mqh" contains the following functions:
* You should add your own implementation of the "foo" function you want to integrate. The default function is: f(x) = x.
You should also remember that the time series available in MQL are indexed in such a way that the latest data has index 0. Reversing the order of such arrays is a good idea and absolutely necessary in AR models (arrays are not reversed inside methods to avoid confusion).
Attachment download
📎 statistics.mqh (9.53 KB)
Source: MQL5 #13072
Statistical functions - MetaTrader 5 library | MT5 EA download - MetaTrader 5 resource usage and screening recommendations
This content can be used as a data entry for foreign exchange EA, indicators, trading systems or quantitative strategies. When reading, it is recommended to make a judgment based on the platform version, trading type, time period, risk control method and historical discussion background. Do not use it directly based on the title or a single point of view.
If the content involves MT4/MT5, ForexFactory, MQL source code, TradingView indicators or strategy discussions, you can give priority to the parameter logic, backtest environment, market stage, execution cost and failure conditions, and then decide whether to continue downloading, reviewing or secondary development.
Risk warning
For any EA, indicator or automatic trading strategy, it is recommended to first conduct historical backtesting, simulation account verification and small capital testing. Grid, Martin, high frequency, recovery and examination strategies especially require setting the account risk upper limit, single variety risk upper limit and manual deactivation conditions.
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