Jojo

//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
  {
//--- Name of the company
   string company=AccountInfoString(ACCOUNT_COMPANY);
//--- Name of the client
   string name=AccountInfoString(ACCOUNT_NAME);
//--- Account number
   long login=AccountInfoInteger(ACCOUNT_LOGIN);
//--- Name of the server
   string server=AccountInfoString(ACCOUNT_SERVER);
//--- Account currency
   string currency=AccountInfoString(ACCOUNT_CURRENCY);
//--- Demo, contest or real account
   ENUM_ACCOUNT_TRADE_MODE account_type=(ENUM_ACCOUNT_TRADE_MODE)AccountInfoInteger(ACCOUNT_TRADE_MODE);
//--- Now transform the value of  the enumeration into an understandable form
   string trade_mode;
   switch(account_type)
     {
      case  ACCOUNT_TRADE_MODE_DEMO:
         trade_mode="demo";
         break;
      case  ACCOUNT_TRADE_MODE_CONTEST:
         trade_mode="contest";
         break;
      default:
         trade_mode="real";
         break;
     }
//--- Stop Out is set in percentage or money
   ENUM_ACCOUNT_STOPOUT_MODE stop_out_mode=(ENUM_ACCOUNT_STOPOUT_MODE)AccountInfoInteger(ACCOUNT_MARGIN_SO_MODE);
//--- Get the value of the levels when Margin Call and Stop Out occur
   double margin_call=AccountInfoDouble(ACCOUNT_MARGIN_SO_CALL);
   double stop_out=AccountInfoDouble(ACCOUNT_MARGIN_SO_SO);
//--- Show brief account information
   PrintFormat("The account of the client '%s' #%d %s opened in '%s' on the server '%s'",
               name,login,trade_mode,company,server);
   PrintFormat("Account currency - %s, MarginCall and StopOut levels are set in %s",
               currency,(stop_out_mode==ACCOUNT_STOPOUT_MODE_PERCENT)?"percentage":" money");
   PrintFormat("MarginCall=%G, StopOut=%G",margin_call,stop_out);
  }//+------------------------------------------------------------------+

//|                                                        CDens.mqh |
//|                                                    2012, victorg |
//|                                              https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2012, victorg"
#property link      "https://www.mql5.com"

#include <Object.mqh>
//+------------------------------------------------------------------+
//| Class Kernel Density Estimation                                  |
//+------------------------------------------------------------------+
class CDens:public CObject
  {
public:
   double            X[];              // Data
   int               N;                // Input data length (N >= 8)
   double            T[];              // Test points for pdf estimating
   double            Y[];              // Estimated density (pdf)
   int               Np;               // Number of test points (Npoint>=10, default 200)
   double            Mean;             // Mean (average)
   double            Var;              // Variance
   double            StDev;            // Standard deviation
   double            H;                // Bandwidth
public:
   void              CDens(void);
   int               Density(double &x[],double hh);
   void              NTpoints(int n);
private:
   void              kdens(double h);
  };
//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
void CDens::CDens(void)
  {
   NTpoints(200);            // Default number of test points
  }
//+------------------------------------------------------------------+
//| Setting number of test points                                    |
//+------------------------------------------------------------------+
void CDens::NTpoints(int n)
  {
   if(n<10)n=10;
   Np=n;                    // Number of test points
   ArrayResize(T,Np);        // Array for test points
   ArrayResize(Y,Np);        // Array for result (pdf)
  }
//+------------------------------------------------------------------+
//| Density                                                          |
//+------------------------------------------------------------------+
int CDens::Density(double &x[],double hh)
  {
   int i;
   double a,b,min,max,h;

   N=ArraySize(x);                           // Input data length
   if(N<8)                                  // If N is too small
     {
      Print(__FUNCTION__+": Error! Not enough data length!");
      return(-1);
     }
   ArrayResize(X,N);                         // Array for input data
   ArrayCopy(X,x);                           // Copy input data
   ArraySort(X);
   Mean=0;
   for(i=0;i<N;i++)Mean=Mean+(X[i]-Mean)/(i+1.0); // Mean (average)
   Var=0;
   for(i=0;i<N;i++)
     {
      a=X[i]-Mean;
      X[i]=a;
      Var+=a*a;
     }
   Var/=N;                                  // Variance
   if(Var<1.e-250)                           // Variance is too small
     {
      Print(__FUNCTION__+": Error! The variance is too small or zero!");
      return(-1);
     }
   StDev=MathSqrt(Var);                      // Standard deviation
   for(i=0;i<N;i++)X[i]=X[i]/StDev;          // Data normalization (mean=0,stdev=1)
   min=X[ArrayMinimum(X)];
   max=X[ArrayMaximum(X)];
   b=(max-min)/(Np-1.0);
   for(i=0;i<Np;i++)T[i]=min+b*(double)i;    // Create test points
//-------------------------------- Bandwidth selection
   h=hh;
   if(h<0.001)h=0.001;
   H=h;
//-------------------------------- Density estimation
   kdens(h);

   return(0);
  }
//+------------------------------------------------------------------+
//| Gaussian kernel density estimation                               |
//+------------------------------------------------------------------+
void CDens::kdens(double h)
  {
   int i,j;
   double a,b,c;

   c=MathSqrt(M_PI+M_PI)*N*h;
   for(i=0;i<Np;i++)
     {
      a=0;
      for(j=0;j<N;j++)
        {
         b=(T[i]-X[j])/h;
         a+=MathExp(-b*b*0.5);
        }
      Y[i]=a/c;                 // pdf
     }
  }
//--------------------------------------------------------------------