Z-Score 计算 - MetaTrader 4程序库

在数据数组上包含文件名称Z_include.mqh 包含函数可以计算以下参量:

• Max - 最大值;
• Min - 最小值;
• universal mean - 平均值;
• standard deviation - 标准离差;
• 倾斜度;
• 峰度;
• 数据数组上Z-计分.

Z-计分的描述详细查看文章 交易中的数学:如何评估交易结果

在交易账户中 Z-计分计算脚本示范:

//+------------------------------------------------------------------+
//|                                                        Get_Z.mq4 |
//|                      Copyright © 2007, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"
 
#include <Z_include.mqh>
//+------------------------------------------------------------------+
//| script program start function                                    |
//+------------------------------------------------------------------+
int start()
  {
//----
   Print("Z-score of trades made on account ",AccountNumber()," is equal to ",DoubleToStr(getZ(),2));   
//----
   return(0);
  }
//+------------------------------------------------------------------+

上面文件NormalProbability.mq4, 包含常规使用数组的范例。