Dear All
Is there any function available in MQL5 to calculate 'standard deviation'?
I could not find one in MathFunctions list.
For some reason, I will not prefer to use iStd indicator.
regards.
Dear All
Is there any function available in MQL5 to calculate 'standard deviation'?
I could not find one in MathFunctions list.
For some reason, I will not prefer to use iStd indicator.
regards.
Learn to search!

- www.mql5.com
@Carl Schreiber Thanks a lot Carl.
However, I have discovered to integrate Python with MT5 and StdDeviation function of Python can be used.
Now struggling to connect Jupyter Notebook with MT5 :)
No. You should create it yourself or order freelance.
Here is the most recent article of MQ about the use of Jupyter Notebook and Python: https://www.mql5.com/en/articles/12373
To find more ask Google: "site:mql5.com Jupyter Notebook"

- www.mql5.com
I could not find one in MathFunctions list.
It's not hard to do it yourself.
void calculate_ma_std(double& sma, double& std, const double& values[], int iBeg=0, int iEnd=EMPTY){ if(iEnd == EMPTY) iEnd=ArraySize(values); // Standard deviation - //en.wikipedia.org/wiki/Standard_deviation // SMA = 1/n sum(X) // Std = Sqrt[1/n sum{(x-sma)^2}] = Sqrt[1/n Sum(x^2)-(1/n Sum(x))^2] double sumX = 0.0, sumX2 = 0.0; int length = iEnd - iBeg; while(--iEnd >= iBeg){ double v = values[iEnd]; sumX += v; sumX2 += v * v; } sma = sumX / length, std = MathSqrt(sumX2/length - sma*sma); }Not tested, not compiled, just typed.

- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
You agree to website policy and terms of use
Dear All
Is there any function available in MQL5 to calculate 'standard deviation'?
I could not find one in MathFunctions list.
For some reason, I will not prefer to use iStd indicator.
regards.