From fa2efdf479f9a8c0ae08cb2608a0b01326b2cdbe Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Sun, 8 Mar 2026 17:06:24 +0100
Subject: [PATCH] new files added

---
 .../Quant/Correlation_ZScore_Pro.mq5          | 207 ++++++++++++++++++
 1 file changed, 207 insertions(+)
 create mode 100644 Indicators/MyIndicators/Quant/Correlation_ZScore_Pro.mq5

diff --git a/Indicators/MyIndicators/Quant/Correlation_ZScore_Pro.mq5 b/Indicators/MyIndicators/Quant/Correlation_ZScore_Pro.mq5
new file mode 100644
index 0000000..a28ece8
--- /dev/null
+++ b/Indicators/MyIndicators/Quant/Correlation_ZScore_Pro.mq5
@@ -0,0 +1,207 @@
+//+------------------------------------------------------------------+
+//|                                       Correlation_ZScore_Pro.mq5 |
+//|                                          Copyright 2026, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.00"
+#property description "Correlation Breakdown Z-Score."
+#property description "Measures statistical deviation of current correlation vs history."
+
+#property indicator_separate_window
+#property indicator_buffers 3
+#property indicator_plots   1
+
+// Levels
+#property indicator_level2 2.0
+#property indicator_level3 -2.0
+#property indicator_levelcolor clrSilver
+#property indicator_levelstyle STYLE_DOT
+
+// Plot: Z-Score Histogram
+#property indicator_label1  "Correl Z"
+#property indicator_type1   DRAW_COLOR_HISTOGRAM
+// Colors: Normal(Gray), Warning(Orange), Breakdown(Red)
+#property indicator_color1  clrGray, clrOrange, clrRed
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+
+#include <MyIncludes\MathStatistics_Calculator.mqh>
+
+//--- Parameters
+input int      InpCorrPeriod     = 20;       // Short Correlation Window
+input int      InpZScorePeriod   = 100;      // Baseline Window (Mean/StdDev)
+input string   InpBenchmark      = "US500";  // Global Bench
+input string   InpForexBench     = "DX";     // Forex Bench
+
+//--- Buffers
+double BufZ[];
+double BufColors[];
+double BufRho[]; // Internal: Raw Correlation
+
+CMathStatisticsCalculator *g_stats;
+string g_bench_symbol;
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   SetIndexBuffer(0, BufZ, INDICATOR_DATA);
+   SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX);
+   SetIndexBuffer(2, BufRho, INDICATOR_CALCULATIONS);
+
+   g_stats = new CMathStatisticsCalculator();
+
+// Auto-Detect Bench
+   bool is_forex = IsForexPair(_Symbol);
+   g_bench_symbol = is_forex ? InpForexBench : InpBenchmark;
+
+   if(_Symbol == g_bench_symbol || !SymbolSelect(g_bench_symbol, true))
+     {
+      Print("CorrelZ Error: Benchmark invalid.");
+      return INIT_FAILED;
+     }
+
+   string name = StringFormat("CorrelZ(%d/%d) vs %s", InpCorrPeriod, InpZScorePeriod, g_bench_symbol);
+   IndicatorSetString(INDICATOR_SHORTNAME, name);
+   IndicatorSetInteger(INDICATOR_DIGITS, 2);
+
+   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[])
+  {
+   int lookback = InpCorrPeriod;
+   if(rates_total < lookback + InpZScorePeriod + 5)
+      return 0;
+
+// 1. Calculate Raw Moving Correlation (Rho)
+// Optimization: Start from specific point
+   int start = (prev_calculated > lookback) ? prev_calculated - 1 : lookback;
+
+// Calculate Rho
+   for(int i = start; i < rates_total; i++)
+     {
+      double asset_sub[], bench_sub[];
+      ArrayResize(asset_sub, lookback);
+      ArrayResize(bench_sub, lookback);
+
+      bool data_ok = true;
+      for(int k=0; k<lookback; k++)
+        {
+         int idx = i - lookback + 1 + k;
+         asset_sub[k] = close[idx]; // Asset Price
+
+         datetime t = time[idx];
+         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]; // Bench Price
+        }
+
+      if(data_ok)
+        {
+         double a_ret[], b_ret[];
+         g_stats.ComputeReturns(asset_sub, a_ret);
+         g_stats.ComputeReturns(bench_sub, b_ret);
+         BufRho[i] = g_stats.CalculateCorrelation(a_ret, b_ret);
+        }
+      else
+        {
+         BufRho[i] = 0; // Or previous
+        }
+     }
+
+// 2. Calculate Z-Score of Rho
+// We need N periods of Rho history
+   int z_start = MathMax(start, lookback + InpZScorePeriod);
+
+   for(int i = z_start; i < rates_total; i++)
+     {
+      // Calculate Mean and StdDev of BufRho over InpZScorePeriod ending at i
+      double sum=0, sum_sq=0;
+      for(int k=0; k<InpZScorePeriod; k++)
+        {
+         double val = BufRho[i-k];
+         sum += val;
+         sum_sq += val*val;
+        }
+
+      double mean = sum / InpZScorePeriod;
+      double var = (sum_sq - (sum*sum)/InpZScorePeriod) / InpZScorePeriod; // Pop var approx
+      double std = MathSqrt(var);
+
+      if(std > 1.0e-9)
+         BufZ[i] = (BufRho[i] - mean) / std;
+      else
+         BufZ[i] = 0.0;
+
+      // Coloring
+      double z = BufZ[i];
+      if(z > 2.0 || z < -2.0)
+         BufColors[i] = 2.0; // Red (Breakdown/Anomaly)
+      else
+         if(z > 1.5 || z < -1.5)
+            BufColors[i] = 1.0; // Orange (Warning)
+         else
+            BufColors[i] = 0.0; // Gray (Normal)
+     }
+
+   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;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+