Create iStdDevOnArray and iMAOnArray for mql5

[Enau]

In mql4 there is iStdDevOnArray and also iMAOnArray, but not in mql5.

can somebody here create them for free ?

[Fernando Carreiro]

Forum on trading, automated trading systems and testing trading strategies

Where is iStdDevOnArray on mt5?

Ernst Van Der Merwe, 2019.08.29 12:59

Instead of price, pass a handle as parameter.

int OnInit()
  {
//--- indicator buffers mapping
   SetIndexBuffer(0,StdDevBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,RSIBuffer,INDICATOR_CALCULATIONS);
//---
   if((handleRSI=iRSI(_Symbol,_Period,RSIPeriod,RSIPrice))==INVALID_HANDLE ||
      (handleStdDev=iStdDev(_Symbol,_Period,StdDevPeriod,0,MODE_SMA,handleRSI))==INVALID_HANDLE)
      return(INIT_FAILED);  
//---
   return(INIT_SUCCEEDED);
  }

[Fernando Carreiro]

Forum on trading, automated trading systems and testing trading strategies

Where is iStdDevOnArray on mt5?

Chris70, 2019.08.29 11:22

not sure if there's something like that somewhere in the standard library, but either way you might be looking for something like:

double ArrayStdDev(double &arr[])
  {
   int elements=ArraySize(arr);
   double mean=0; for (int i=0;i<elements;i++){mean+=arr[i];}
   mean/=elements;
   double mdev2sum=0; for (int i=0;i<elements;i++){mdev2sum+=pow(arr[i]-mean,2);}
   return sqrt(mdev2sum/elements);
  }

(I just quickly wrote this down; not tested)

[Fernando Carreiro]

Learn to use the Search functionality. I found the above in less than a minute.