Is there any function to calculate Standard Deviation in MQL5

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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.

 
Anil Varma:

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.

No. You should create it yourself or order freelance.
 
Anil Varma:

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!

https://www.mql5.com/en/articles/9527

Cluster analysis (Part I): Mastering the slope of indicator lines
Cluster analysis (Part I): Mastering the slope of indicator lines
  • www.mql5.com
Cluster analysis is one of the most important elements of artificial intelligence. In this article, I attempt applying the cluster analysis of the indicator slope to get threshold values for determining whether a market is flat or following a trend.
 
Carl Schreiber #:

Learn to search!

https://www.mql5.com/en/articles/9527

@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 :)

 
Yashar Seyyedin #:
No. You should create it yourself or order freelance.
@Yashar Seyyedin Thanks a lot Yashar 
 
Yashar Seyyedin #:
No. You should create it yourself or order freelance.

@Yashar Seyyedin

FYI ...

There is MathStandardDeviation() inside \\Includes\\Math\\Stat\\Math.mqh file.

 

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"

How to use ONNX models in MQL5
How to use ONNX models in MQL5
  • www.mql5.com
ONNX (Open Neural Network Exchange) is an open format built to represent machine learning models. In this article, we will consider how to create a CNN-LSTM model to forecast financial timeseries. We will also show how to use the created ONNX model in an MQL5 Expert Advisor.
 
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Anil Varma: Is there any function available in MQL5 to calculate 'standard deviation'?

I could not find one in MathFunctions list.

It's not hard to do it yourself.

Not tested, not compiled, just typed. 
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.
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