Migrating iStdDevOnArray and iMAOnArray from MQ4 to MQ5

[simplex]

Hi Guys,

Migrating my standard libs from MQ4 to MQ5 is about to drive me crazy! At the moment I'm trying to find replacements for functions iStdDevOnArray and iMAOnArray - see code snippet.

It's the purpose of this function to normalize value inArray[sh] by standard deviation related to the relevant part (parameter normPeriod) of the array.

/* -----------------------------------------------------------
    normStdDevOnArray
    normalization by standard deviation
   ----------------------------------------------------------- */
double normStdDevOnArray(double& inArray[], const double normPeriod, const int sh) {
   double out = 0.0;
   double sdev = iStdDevOnArray(inArray, 0, normPeriod, 0, MODE_SMA, sh);
   double mean = iMAOnArray    (inArray, 0, normPeriod, 0, MODE_SMA, sh);
   out = safeDivide((inArray[sh] - mean), sdev);
   return ( out );
}

How would you migrate that?

Cheers, simplex

[svengralla]

The code for iMAOnArray is here:

https://www.mql5.com/en/articles/81

[simplex]

svengralla:

The code for iMAOnArray is here:

https://www.mql5.com/en/articles/81

Thanks svengralla!

I already found that article, but unfortunately it skips the migration of

iStdDevOnArray

Any ideas?

[svengralla]

Any ideas?

Unfortunately not. 

Maybe you should search for MQL5 math libraries.

Once I saw one including statistics, but dont remember where.

[svengralla]

https://www.mql5.com/en/code/1146

[Tadas Talaikis]

svengralla:
https://www.mql5.com/en/code/1146

I've also searched, there are no examples on iStdDevOnArray. Will try to use ALGLIB as probably this will be efficient than just converting from MQL4.

[Martyn Tinsley]

You can definitely use Math\Alglib\alglib.mqh

double mean, variance, tmp1, tmp2;

CAlglib::SampleMoments(tempArray, mean, variance, tmp1, tmp2);

which will give you the variance of the array. Since the StdDev is the sq root of varianace, it's then a simple process of:

double stdDev = MathSqrt(variance);