There are library files in CodeBase (for MT4 and for MT5) with CMannWhitneyU (Mann-Whitney U-criterion), CStudentTests (Student t-tests), CWilcoxonSignedRank (Wilcoxon W-criterion) and more:
ALGLIB - Numerical Analysis Library - library for MetaTrader 4
ALGLIB - Numerical Analysis Library - library for MetaTrader 5
ALGLIB - Numerical Analysis Library
- www.mql5.com
ALGLIB math function library (v. 3.5.0) ported to MQL5.
yukkina1974 #: Thank you. Could you please provide some sample code for specific usage of CStudentTests?
Please consult the ALGLIB website and the library code for MQL referenced above.
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
How can I implement the Student-T Test.
(Actually, Welch T-Test is good, but there is no information.)
With EA or Indicator.
It seems that the library also has some reference code.
MT5 Data Folder(MT5 Terminal)→Include→Math→Alglib→statistics.mqh
after line 8626.
CStudentTests::~CStudentTests(void)
CStudentTests::StudentTest1