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Rating:: (10)
Published:: 2018.04.18 17:03

Autocorrelation.mq5 (7.38 KB) view

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The indicator calculates and displays on a chart the autocorrelation function, which shows the relationship between the function (signal) and its shifted copy depending on the time shift value.

More about the function in Wikipedia.

The indicator has one input parameter:

Period - the period for plotting the function graph.

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/20121

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Autocorrelation - indicator for MetaTrader 5