| //+------------------------------------------------------------------+
|
| //| StdDev.mq5 |
|
| //| Copyright 2000-2025, MetaQuotes Ltd. |
|
| //| https://www.mql5.com |
|
| //+------------------------------------------------------------------+
|
| #property copyright "Copyright 2000-2025, MetaQuotes Ltd."
|
| #property link "https://www.mql5.com"
|
| #property description "Standard Deviation"
|
| #include <MovingAverages.mqh>
|
|
|
| #property indicator_separate_window
|
| #property indicator_buffers 2
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| #property indicator_plots 1
|
| #property indicator_type1 DRAW_LINE
|
| #property indicator_color1 clrMediumSeaGreen
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| #property indicator_style1 STYLE_SOLID
|
| //--- input parametrs
|
| input int InpStdDevPeriod=20; // Period
|
| input int InpStdDevShift=0; // Shift
|
| input ENUM_MA_METHOD InpMAMethod=MODE_SMA; // Method
|
| //--- indicator buffers
|
| double ExtStdDevBuffer[];
|
| double ExtMABuffer[];
|
|
|
| int ExtStdDevPeriod,ExtStdDevShift;
|
| //+------------------------------------------------------------------+
|
| //| Custom indicator initialization function |
|
| //+------------------------------------------------------------------+
|
| void OnInit()
|
| {
|
| //--- check for input values
|
| if(InpStdDevPeriod<=1)
|
| {
|
| ExtStdDevPeriod=20;
|
| PrintFormat("Incorrect value for input variable InpStdDevPeriod=%d. Indicator will use value %d for calculations.",
|
| InpStdDevPeriod,ExtStdDevPeriod);
|
| }
|
| else
|
| ExtStdDevPeriod=InpStdDevPeriod;
|
| if(InpStdDevShift<0)
|
| {
|
| ExtStdDevShift=0;
|
| PrintFormat("Incorrect value for input variable InpStdDevShift=%d. Indicator will use value %d for calculations.",
|
| InpStdDevShift,ExtStdDevShift);
|
| }
|
| else
|
| ExtStdDevShift=InpStdDevShift;
|
| //--- define indicator buffers as indexes
|
| SetIndexBuffer(0,ExtStdDevBuffer);
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| SetIndexBuffer(1,ExtMABuffer,INDICATOR_CALCULATIONS);
|
| //--- set indicator short name
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| string short_name=StringFormat("StdDev(%d)",ExtStdDevPeriod);
|
| IndicatorSetString(INDICATOR_SHORTNAME,short_name);
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| PlotIndexSetString(0,PLOT_LABEL,short_name);
|
| //--- set index shift
|
| PlotIndexSetInteger(0,PLOT_SHIFT,ExtStdDevShift);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Custom indicator iteration function |
|
| //+------------------------------------------------------------------+
|
| int OnCalculate(const int rates_total,const int prev_calculated,const int begin,const double &price[])
|
| {
|
| if(rates_total<ExtStdDevPeriod)
|
| return(0);
|
| //--- starting work
|
| int start=prev_calculated-1;
|
| //--- correct position for first iteration
|
| if(start<ExtStdDevPeriod)
|
| {
|
| start=ExtStdDevPeriod-1;
|
| ArrayInitialize(ExtStdDevBuffer,0.0);
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| ArrayInitialize(ExtMABuffer,0.0);
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| PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtStdDevPeriod-1+begin);
|
| }
|
| //--- main cycle
|
| switch(InpMAMethod)
|
| {
|
| case MODE_EMA :
|
| for(int i=start; i<rates_total && !IsStopped(); i++)
|
| {
|
| if(i==InpStdDevPeriod-1)
|
| ExtMABuffer[i]=SimpleMA(i,InpStdDevPeriod,price);
|
| else
|
| ExtMABuffer[i]=ExponentialMA(i,InpStdDevPeriod,ExtMABuffer[i-1],price);
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| //--- Calculate StdDev
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| ExtStdDevBuffer[i]=StdDevFunc(price,ExtMABuffer,i);
|
| }
|
| break;
|
| case MODE_SMMA :
|
| for(int i=start; i<rates_total && !IsStopped(); i++)
|
| {
|
| if(i==InpStdDevPeriod-1)
|
| ExtMABuffer[i]=SimpleMA(i,InpStdDevPeriod,price);
|
| else
|
| ExtMABuffer[i]=SmoothedMA(i,InpStdDevPeriod,ExtMABuffer[i-1],price);
|
| //--- Calculate StdDev
|
| ExtStdDevBuffer[i]=StdDevFunc(price,ExtMABuffer,i);
|
| }
|
| break;
|
| case MODE_LWMA :
|
| for(int i=start; i<rates_total && !IsStopped(); i++)
|
| {
|
| ExtMABuffer[i]=LinearWeightedMA(i,InpStdDevPeriod,price);
|
| ExtStdDevBuffer[i]=StdDevFunc(price,ExtMABuffer,i);
|
| }
|
| break;
|
| default :
|
| for(int i=start; i<rates_total && !IsStopped(); i++)
|
| {
|
| ExtMABuffer[i]=SimpleMA(i,InpStdDevPeriod,price);
|
| //--- Calculate StdDev
|
| ExtStdDevBuffer[i]=StdDevFunc(price,ExtMABuffer,i);
|
| }
|
| }
|
| //--- OnCalculate done. Return new prev_calculated.
|
| return(rates_total);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Calculate Standard Deviation |
|
| //+------------------------------------------------------------------+
|
| double StdDevFunc(const double &price[],const double &ma_price[],const int position)
|
| {
|
| double dev=0.0;
|
| for(int i=0; i<ExtStdDevPeriod; i++)
|
| dev+=MathPow(price[position-i]-ma_price[position],2.0);
|
| dev=MathSqrt(dev/ExtStdDevPeriod);
|
| return(dev);
|
| }
|
| //+------------------------------------------------------------------+
|
