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Published:

30 November 2025, 13:26

PACF_ACF.mq5 (12.62 KB) view

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The script calculates the autocorrelation and partial autocorrelation functions and displays them on a graph.

A brief comment on the input parameters:

input int N =100; // here we specify the data window for calculation (the script easily counts 100 000 bars and more)
input int K =16; // number of lags, for practical needs rarely count > 40 (the script easily counts up to 500).
input int start_pos=0; // data window offset, zero means that data(N) is counted from the most recently loaded bar.
input int duration=10; // duration of chart display in seconds

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/48572

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PACF_ACF - script for MetaTrader 5