Correlations revisited ... - page 9
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That is a multi symbol indicator. You have to have data for all symbols it uses in the back-test data folder too. Nothing to fix in the indicator
Dear mladen,
I'm pretty sure I'm wrong but could you please help me :
I checked the history for H1 and all symbols are ok . In fact applying the indi it shows data correctly:
but when running the standard MT4 average EA in the same time window I obtain this :
Dear mladen,
I'm pretty sure I'm wrong but could you please help me :
I checked the history for H1 and all symbols are ok . In fact applying the indi it shows data correctly:
I am not talking about history folder
I am talking about tester\history folder (where the data for back-testing is copied and prepared in its own format)
When you try any multi symbol stuff in back tester, you get that result - see the example
There is nothing to fix in any of those indicators since they are working exactly as they should - that is the way how back-tester works in metatrader 4
Dear mladen,
I'm pretty sure I'm wrong but could you please help me :
I checked the history for H1 and all symbols are ok . In fact applying the indi it shows data correctly:
I don't know
If they are set as usual (dll import enabled) and if other indicators using other dlls (like dynamic zone indicators) are working, then the spearman has to work too (tested it using build 840 :
and build 988 :
And both builds are working as they should
every time I revisit this thread I say to myself..."Never again"...
Why? :)
Actually your post, even though it is not related, gave me an idea that Pearson or Spearman auto correlation could be used for adapting. Well, we shall see ...
Why? :)
Actually your post, even though it is not related, gave me an idea that Pearson or Spearman auto correlation could be used for adapting. Well, we shall see ...
For start : Pearson and Spearman rank correlations in one indicator and written as functions that can accept anything as an argument for (auto) correlation
Upgraded correlations ma to ma (made more user friendly and easier to use) :
Ma to ma correlations upgraded (made user friendly) and an option added to be able to handle any symbol combination for correlations
PS : when calculating correlation for different symbols, even though it is recommended that you use same average period, the indicator allows you to use different periods. I left it as is for experimenting purpose (you can see the correlation of a price of one symbol to moving average of a some other symbol, as an example)