From a5ff7dc9eccb00960b1f0bcf5219bd81838d0917 Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Tue, 10 Feb 2026 22:12:38 +0100
Subject: [PATCH] new files added

---
 .../MyIndicators/Quant/AlphaBeta_Pro.mq5      | 193 ++++++++++++++++++
 1 file changed, 193 insertions(+)
 create mode 100644 Indicators/MyIndicators/Quant/AlphaBeta_Pro.mq5

diff --git a/Indicators/MyIndicators/Quant/AlphaBeta_Pro.mq5 b/Indicators/MyIndicators/Quant/AlphaBeta_Pro.mq5
new file mode 100644
index 0000000..44de168
--- /dev/null
+++ b/Indicators/MyIndicators/Quant/AlphaBeta_Pro.mq5
@@ -0,0 +1,193 @@
+//+------------------------------------------------------------------+
+//|                                                AlphaBeta_Pro.mq5 |
+//|                    Rolling Alpha & Beta Statistics               |
+//|                    Copyright 2026, xxxxxxxx                      |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.20" // Fixed Display Logic using Unified Buffer
+#property description "Rolling Alpha (Excess Return) or Beta (Volatility)."
+
+#property indicator_separate_window
+#property indicator_buffers 2
+#property indicator_plots   1
+
+// Default layout (Will be overridden in OnInit based on Mode)
+#property indicator_label1  "Value"
+#property indicator_type1   DRAW_COLOR_HISTOGRAM
+#property indicator_color1  clrGray, clrLime, clrRed, clrGold
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+
+#include <MyIncludes\MathStatistics_Calculator.mqh>
+
+enum ENUM_AB_MODE { MODE_ALPHA, MODE_BETA };
+
+//--- Parameters
+input ENUM_AB_MODE InpMode           = MODE_ALPHA; // Calculation Mode
+input int          InpLookback       = 60;         // Rolling Window (Bars)
+input string       InpBenchmark      = "US500";    // Global Bench
+input string       InpForexBench     = "DX";       // Forex Bench
+
+//--- Buffers
+double BufDisplay[]; // The Visible Output
+double BufColors[];  // The Color Index
+
+CMathStatisticsCalculator *g_stats;
+string g_bench_symbol;
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   SetIndexBuffer(0, BufDisplay, INDICATOR_DATA);
+   SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX);
+
+   g_stats = new CMathStatisticsCalculator();
+
+// Configure Mode
+   if(InpMode == MODE_ALPHA)
+     {
+      IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Alpha(%d)", InpLookback));
+      IndicatorSetInteger(INDICATOR_DIGITS, 4);
+
+      PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_COLOR_HISTOGRAM);
+      PlotIndexSetString(0, PLOT_LABEL, "Alpha");
+      // Levels
+      IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, 0.0);
+     }
+   else // BETA
+     {
+      IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Beta(%d)", InpLookback));
+      IndicatorSetInteger(INDICATOR_DIGITS, 2);
+
+      PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_COLOR_LINE);
+      PlotIndexSetString(0, PLOT_LABEL, "Beta");
+      // Levels
+      IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, 1.0);
+     }
+
+   bool is_forex = IsForexPair(_Symbol);
+   g_bench_symbol = is_forex ? InpForexBench : InpBenchmark;
+
+   if(_Symbol == g_bench_symbol || !SymbolSelect(g_bench_symbol, true))
+      return INIT_FAILED;
+
+   return(INIT_SUCCEEDED);
+  }
+
+void OnDeinit(const int r) { if(CheckPointer(g_stats)==POINTER_DYNAMIC) delete g_stats; }
+
+//+------------------------------------------------------------------+
+//| Calculate                                                        |
+//+------------------------------------------------------------------+
+int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[])
+  {
+   if(rates_total < InpLookback + 5)
+      return 0;
+
+   int start = (prev_calculated > InpLookback) ? prev_calculated - 1 : InpLookback;
+
+   for(int i = start; i < rates_total; i++)
+     {
+      // 1. Fetch Local Data
+      double asset_sub[];
+      ArrayResize(asset_sub, InpLookback);
+      for(int k=0; k<InpLookback; k++)
+         asset_sub[k] = close[i - InpLookback + 1 + k];
+
+      // 2. Fetch Bench Data
+      double bench_sub[];
+      ArrayResize(bench_sub, InpLookback);
+      bool data_ok = true;
+      for(int k=0; k<InpLookback; k++)
+        {
+         datetime t = time[i - InpLookback + 1 + k];
+         int b_idx = iBarShift(g_bench_symbol, Period(), t, false);
+         if(b_idx < 0)
+           {
+            data_ok=false;
+            break;
+           }
+         double vals[1];
+         if(CopyClose(g_bench_symbol, Period(), b_idx, 1, vals)<=0)
+           {
+            data_ok=false;
+            break;
+           }
+         bench_sub[k] = vals[0];
+        }
+
+      if(!data_ok)
+        {
+         BufDisplay[i]=0;
+         continue;
+        }
+
+      // 3. Calc Returns
+      double asset_ret[], bench_ret[];
+      g_stats.ComputeReturns(asset_sub, asset_ret);
+      g_stats.ComputeReturns(bench_sub, bench_ret);
+
+      double beta = g_stats.CalculateBeta(asset_ret, bench_ret);
+
+      // 4. Output Logic
+      if(InpMode == MODE_BETA)
+        {
+         BufDisplay[i] = beta;
+         // Color Logic for Beta Line: Gold normally, maybe Red/Green if extreme?
+         // Let's stick to Gold (Index 3 from property list)
+         BufColors[i] = 3.0;
+        }
+      else // ALPHA
+        {
+         double a_tot = (asset_sub[InpLookback-1] - asset_sub[0]) / asset_sub[0];
+         double b_tot = (bench_sub[InpLookback-1] - bench_sub[0]) / bench_sub[0];
+         double alpha = g_stats.CalculateAlpha(a_tot, b_tot, beta);
+
+         BufDisplay[i] = alpha;
+
+         if(alpha > 0)
+            BufColors[i] = 1.0;      // Lime
+         else
+            if(alpha < 0)
+               BufColors[i] = 2.0; // Red
+            else
+               BufColors[i] = 0.0;
+        }
+     }
+
+   return rates_total;
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+bool IsForexPair(string sym)
+  {
+// Safety: If symbol IS one of the benchmarks, we don't classify it as generic forex pair here
+   if(sym == InpBenchmark || sym == InpForexBench)
+      return false;
+
+   if(StringFind(sym, "USD") != -1 || StringFind(sym, "EUR") != -1 ||
+      StringFind(sym, "GBP") != -1 || StringFind(sym, "JPY") != -1 ||
+      StringFind(sym, "CHF") != -1 || StringFind(sym, "AUD") != -1 ||
+      StringFind(sym, "CAD") != -1 || StringFind(sym, "NZD") != -1 ||
+      StringFind(sym, "XAU") != -1 || StringFind(sym, "XAG") != -1)
+     {
+      if(StringFind(sym, "XTI") != -1)
+         return false;
+      if(StringFind(sym, "UKO") != -1)
+         return false;
+      if(StringFind(sym, "USO") != -1)
+         return false;
+      if(StringFind(sym, "BTC") != -1)
+         return false;
+      if(StringFind(sym, "ETH") != -1)
+         return false;
+      return true;
+     }
+   return false;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+