amirghadiri1987
36 lines
3.1 KiB
Plaintext
36 lines
3.1 KiB
Plaintext
//+------------------------------------------------------------------+
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//| RingBuffer.mqh |
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//| Copyright 2016, Vasiliy Sokolov. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2016, Vasiliy Sokolov."
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#property link "http://www.mql5.com"
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#include "RiBuffDbl.mqh"
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#include <Math\AlgLib\AlgLib.mqh>
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//+------------------------------------------------------------------+
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//| Calculate the main parameters of the Gaussian distribution |
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//+------------------------------------------------------------------+
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class CRiGaussProperty : public CRiBuffDbl
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{
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private:
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double m_mean; // Mean
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double m_variance; // Variance
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double m_skewness; // Skewness
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double m_kurtosis; // Kurtosis
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protected:
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virtual void OnChangeArray(void);
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public:
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double Mean(void){ return m_mean;}
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double StdDev(void){return m_variance;}
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double Skewness(void){return m_skewness;}
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double Kurtosis(void){return m_kurtosis;}
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};
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//+------------------------------------------------------------------+
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//| Calculation is performed in case of any array change |
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//+------------------------------------------------------------------+
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void CRiGaussProperty::OnChangeArray(void)
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{
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double array[];
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ToArray(array);
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CAlglib::SampleMoments(array, m_mean, m_variance, m_skewness, m_kurtosis);
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} |