<code>//+------------------------------------------------------------------+
//|                                           Probability theory.mq4 |
//|                                               Copyright 2022     |
//|                                      http://www.forexsystems.biz |
//+------------------------------------------------------------------+
#property copyright "Copyright 2022"
#property link      "http://www.forexsystems.biz"
#property version   "1.00"
#property strict
extern int CountBars       = 1000;        // кол-во баров истории
extern int ClasterBars     = 50;          // кластер
extern int Pips            = 400;         // дельта
int bullcount,bearcount;
double bull,bear;
datetime t=0; 
double delta_min,delta_max;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
   CheckBars();
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   Comment("");
   
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CheckBars()
  {
   bullcount=0;
   bearcount=0;
   delta_min=100000;
   delta_max=-1;
   for(int i=CountBars-ClasterBars; i>=0; i-=ClasterBars)
     {
      if(Close[i+ClasterBars]>Open[i] && Close[i+ClasterBars]-Open[i]>=Pips*Point)
        bullcount++;
      if(Close[i+ClasterBars]<Open[i] && Open[i]-Close[i+ClasterBars]>=Pips*Point)
        bearcount++;
      if(MathAbs(Close[i+ClasterBars]-Open[i]>delta_max))
        delta_max=MathAbs(Close[i+ClasterBars]-Open[i]);
      if(MathAbs(Close[i+ClasterBars]-Open[i]<delta_min))
        delta_min=MathAbs(Close[i+ClasterBars]-Open[i]);
     }
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
   if(t!=Time[0])
     {
      CheckBars();
      t=Time[0];
     }
   if(bullcount>0 && bearcount>0)
     {
      bull=NormalizeDouble(bullcount*100/(bullcount+bearcount),2);
      bear=NormalizeDouble(bearcount*100/(bullcount+bearcount),2);
     }
   Comment("\n bullcount = ",bullcount,
           "\n bearcount = ",bearcount,
           "\n Вероятности взять бычий тейк = ",bull," %",
           "\n Вероятности взять медвежий тейк = ",bear," %",
           "\n Максимальная дельта кластера в ",ClasterBars," баров"," = ",(int)(delta_max/Point),
           "\n Минимальная дельта кластера в ",ClasterBars," баров"," = ",(int)(delta_min/Point));    
  }
//+------------------------------------------------------------------+

</code>