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

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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

 

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.

 
I doubt it was done through MetaTrader 5
 
Very interesting. Thank you.
 
Hello, is there an MT4 version?
 
Good article. Thank you very much!
 
Good job, but only relevant results on EURUSD as it was coded.
 
Excellent article thanks.
 
Mikhail Dovbakh:
...

What's so special and noteworthy about it?

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