Dominic Michael Frehner / Publications
Articles
Sigma Score Indicator for MetaTrader 5: A Simple Statistical Anomaly Detector for MetaTrader 5
Build a practical MetaTrader 5 “Sigma Score” indicator from scratch and learn what it really measures: The z-score of log returns (how many standard deviations the latest move is from the recent average). The article walks through every code block in OnInit(), OnCalculate(), and OnDeinit(), then
