Coding the Standard Deviation of Returns in MQL5 to Measure Volatility | MetaTrader 5

Coding the Standard Deviation of returns in MQL5 provides an excellent way of measuring volatility in MT5. This capability can then be extended to support the calculation of a Value at Risk (VaR) for assets being traded.

This coding tutorial takes you step-by-step through the process, enabling you to then incorporate into MT5 Scripts and EAs (Expert Advisors)

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This is Episode 9 in the Darwinex 'Institutional-Grade Risk Management Techniques' Playlist:    • Institutional-Grade Risk Management T...  

Video Contents:
00:00 Intro to the MQL5 code tutorial
00:21 Why Darwinex?
01:17 Coding VaR step-by-step
02:39 Include files and Classes in MQL5
07:03 Transferring Excel Logic to MQL5
15:09 Running the code in MT5
17:27 Summary and next episode

Content Disclaimer: Past performance is not a reliable indicator of future results. The contents of this video (and all other videos by the presenter) are for educational purposes only and are not to be construed as financial and/or investment advice.

Risk disclosure: https://www.darwinex.com/legal/risk-d...