Discussion of article "Practical application of correlations in trading" - page 4

[amando]

MetaQuotes Software Corp.:

New article The practical application of correlations in trading:

Author: Alexander Fedosov

interesting study,

if in the file PearsonCorrelation.mq5

the function

double PearsonCalc(double &Ranks[],int N)
  {
   double ch,zn;
   ch=Numerator(Ranks,N);
   zn=Denominator(Ranks,N);
   return (ch/zn);
   

is extended to

double PearsonCalc(double &Ranks[],int N)
  {
   double ch,zn;
   ch=Numerator(Ranks,N);
   zn=Denominator(Ranks,N);
   if(zn != 0) return (ch/zn);
   else return(0);

then the divisions by 0 are also omitted

[mytarmailS]

I had a quick look at the article, so if I'm wrong, I apologise, but in my opinion the author just did a non-parametric trend test, the Mann-Kendall test .

known since 1960, it's also called the MK test.

[Alexander Fedosov]

I doubt it was done through MetaTrader 5

[Zeke Yaeger]

Very interesting. Thank you.

[fengzunyu]

Hello, is there an MT4 version?

[Antonio Simon Del Vecchio]

Good article. Thank you very much!

[David Diez]

Good job, but only relevant results on EURUSD as it was coded.

[Jan4654]

Excellent article thanks.

[Mikhail Dovbakh]

https://habr.com/ru/post/542638/

[Dmitry Fedoseev]

Mikhail Dovbakh:
...

What's so special and noteworthy about it?