Singular Spectrum Analysis and Forex on MetaTrader4 (Build 610)

Hi MetaTrader4 Freaks,
Here I have coded Singular Spectrum ANalysis sample code on MetaTrader4

Singular Spectrum Analysis (SSA and aka Catapillar method) is a powerful method to extract trends and smoothing for time series, without knowing specific structure. This algorithm embeds time series to trajectory matrix followed by singular value decomposition. Then choose some eigentriples (usually some largest ones), finally, reconstruct to (new) time series.

This implementation is naive one, so that others can modify for their purposes.

TODO
* O(n^2) implemetation of SSA.
etc. etc. etc.