//+------------------------------------------------------------------+
//| Standard Deviation.mq4 |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net/"
#property indicator_separate_window
#property indicator_minimum 0
#property indicator_buffers 1
#property indicator_color1 Blue
//---- input parameters
extern int ExtStdDevPeriod=20;
extern int ExtStdDevMAMethod=0;
extern int ExtStdDevAppliedPrice=0;
extern int ExtStdDevShift=0;
//---- buffers
double ExtStdDevBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string sShortName;
//---- indicator buffer mapping
SetIndexBuffer(0,ExtStdDevBuffer);
//---- indicator line
SetIndexStyle(0,DRAW_LINE);
//---- line shifts when drawing
SetIndexShift(0,ExtStdDevShift);
//---- name for DataWindow and indicator subwindow label
sShortName="StdDev("+ExtStdDevPeriod+")";
IndicatorShortName(sShortName);
SetIndexLabel(0,sShortName);
//---- first values aren't drawn
SetIndexDrawBegin(0,ExtStdDevPeriod);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Standard Deviation |
//+------------------------------------------------------------------+
int start()
{
int i,j,nLimit,nCountedBars;
double dAPrice,dAmount,dMovingAverage;
//---- insufficient data
if(Bars<=ExtStdDevPeriod) return(0);
//---- bars count that does not changed after last indicator launch.
nCountedBars=IndicatorCounted();
//----Standard Deviation calculation
i=Bars-ExtStdDevPeriod-1;
if(nCountedBars>ExtStdDevPeriod)
i=Bars-nCountedBars;
while(i>=0)
{
dAmount=0.0;
dMovingAverage=iMA(NULL,0,ExtStdDevPeriod,0,ExtStdDevMAMethod,ExtStdDevAppliedPrice,i);
for(j=0; j<ExtStdDevPeriod; j++)
{
dAPrice=GetAppliedPrice(ExtStdDevAppliedPrice,i+j);
dAmount+=(dAPrice-dMovingAverage)*(dAPrice-dMovingAverage);
}
ExtStdDevBuffer[i]=MathSqrt(dAmount/ExtStdDevPeriod);
i--;
}
//----
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double GetAppliedPrice(int nAppliedPrice, int nIndex)
{
double dPrice;
//----
switch(nAppliedPrice)
{
case 0: dPrice=Close[nIndex]; break;
case 1: dPrice=Open[nIndex]; break;
case 2: dPrice=High[nIndex]; break;
case 3: dPrice=Low[nIndex]; break;
case 4: dPrice=(High[nIndex]+Low[nIndex])/2.0; break;
case 5: dPrice=(High[nIndex]+Low[nIndex]+Close[nIndex])/3.0; break;
case 6: dPrice=(High[nIndex]+Low[nIndex]+2*Close[nIndex])/4.0; break;
default: dPrice=0.0;
}
//----
return(dPrice);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open prices of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: