Pearson correlation - page 3

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Thanks for sharing.

Is is the John L. Person indicator? Just want to know.

 

any update here?

Hi, Masters,

can you keep update this thread please.

thanks a lot.

 

...

winnn,

Much more elaborated Pearson correlation along with Spearman and Kendal's tau are a subject of an advanced elite section now. That is the reason why no updates by me were posted here. Sorry

As for the rest of posters : I am waiting too

regards

mladen

 

OK, I understand that.

 
mladen:
winnn,

Much more elaborated Pearson correlation along with Spearman and Kendal's tau are a subject of an advanced elite section now. That is the reason why no updates by me were posted here. Sorry

As for the rest of posters : I am waiting too

regards

mladen

Hello

Sorry, it is interesting that such a secret in this algorithm?

Here's my version of the correlation Pirson&&Spearman

Sorry for my English, translator automatically.

Files:
pirsonampampspearman.mq4  12 kb
 

...

Spearman as well as Pearson are known for a long, long time (metarader auto-correlation versions made by rosh and klot are known for quite a long time), so no secret about that

_____________________________

The things that were made in the advanced elite section version :
Type: 0 -> Pearson (linear) correlation
SubType:
0 -> the correlation itself

1 -> fisher transform of the correlation

2 -> Student's t
Type: 1 -> Kendall's tau
SubType:
0 -> the tau itself

1 -> fisher transform of the tau

2 -> Student's t

3 -> Kendall's tau as No of deviations
Type: 2 -> Spearman's rank correlation
SubType:
0 -> the rank itself

1 -> fisher transform of the rank

2 -> Student's t

3 -> square of differences of ranks

4 -> expectation of differences of ranks

5 -> deviations of differences ranks

_____________________________

So even from the subtypes, as you can see, no secret. Also, if you compare the Pearson from the first post you will find out that it (and the one from the advanced elite) is not dealing with auto-correlation but with correlation of different series (symbols). That is all. No secrets at all

regards

mladen

 

Hey Thanks DM , nice share :D

 

Correlation table indicator.

Hi guys,

Does anybody knows if there is any indicator that calculates pearson correlation but with numbers and table instead of lines. I would love to see it updating every close of the candle no matter what time frame so 5m will show correlation every 5 min and so on.

Thanks in advance.

P.S. The table is like the one mataf has on his website.

 

i am new in correlation and would like to know more about it...can someone guide me into which pages on the forum should i read about it? since this forum is HUGE of good info....

 

Look at the first post of the thread.

Also -

Correlation:

- Complex trading system is here and here.

- MultiPairTrend indicators are here;

- Correlation indicators: very good thread with some systems, explanations and good usefull indicators.

- Chart Transposition Indicator: original thread.

- FINEXX Correlation System EA: the thread is here.

- Currency corelation: some theory and articles.

- can someone help me with correlation indicator: small elite section thread.

- trend corelation: discussion thread.

- Correlation Index: indicator.

- CORREL - Pearson's Correlation Coefficient: indicator for excel.

- complimentary pairs: the thread.

- Cross-Currency Strength: good thread with indicators.

- Pearson correlation indicator is on this thread.

- Cluster Indicators are on this thread.

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