# SAX

Symbolic Aggregate Approximation in MQL5, used for historical analog search and
forecasting.

Companion code for the MQL5 article: https://www.mql5.com/en/articles/23484

## What it does

SAX turns a price window into a short string. The window is normalised, split
into equal segments, each segment averaged, and each average mapped to a letter
by breakpoints chosen so letters are equally likely under a normal.

Once windows are words, finding historical analogs is string matching instead of
a full pairwise distance sweep, which is what makes the search cheap enough to
run on a chart.

The analog search finds past windows resembling the present one and uses what
happened next as a distribution of outcomes. `SAXValidate.mq5` is the validation
harness, and the article uses it to show whether the precedents carry
information or just look convincing.

`SAXAnalog.mq5` draws the fan cone of outcomes and a verdict panel.

## Layout

```
Include/SAX/SAXTransform.mqh   the SAX transform
Include/SAX/SAXAnalogs.mqh     analog search over symbolised history
Indicators/SAX/SAXAnalog.mq5   fan cone and verdict panel
Scripts/SAX/SAXValidate.mq5    validation harness
```

Run `SAXValidate.mq5` on your symbol before trusting the indicator on it.

## Disclaimer

Educational code. Past behaviour of any model or dataset says nothing about
future results. Test on your own data and broker conditions before drawing
conclusions.