StdDev.mq4 3.55 KB
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//+------------------------------------------------------------------+
//|                                           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);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+