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MT5/ mql5 code : Z score indicator for pairs trading with formulas indicated in my excel file

MQL5 指标 统计和数学

工作已完成

执行时间3 天
客户反馈
very well done. the outcome is exactly what I asked for.

指定

check the excel screenshots  for details of calculation. it is very simple calculation. but i could find ready open source code for this. 

indicator should do following calculations:

calculate the Log of previouse close price of Pair 1 divided by close price of previouse bar of pair 2 . let's call it Spread and Spread =log(iclose(pair1,currentperiod,1) / iClose(pair2,currentperiod,1))

the we need to find average of the Spread with indicated period lets say period is 10. average= (last 10 values of Spread)

then we are calculating Zscore by this formula Zscore = (last Spread - Last average)/standard deviation (of last 10 Spread values)

draw the indicator

for more details please see the screenshot files. 

附加的文件：

PNG
step1_spread.png
48.6 Kb
PNG
step_2average.png
53.4 Kb
PNG
step3_.png
49.4 Kb
PNG
step4_visualisation.png
55.0 Kb

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