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Indicators

Autocorrelation Function - indicator for MetaTrader 4

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12221
Rating:
votes: 11
Published:
2008.08.03 11:12
Updated:
2014.04.21 14:53
AKF.mq4 (4.15 KB)view

ACF (autocorrelation function) is often used while analyzing the time series. Its appearance and parameters allow you to find out what process is currently proceeding, and to identify the time series model.

The following formula is used.


Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/8295

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