Libraries: Permutations and Combinations

 

Permutations and Combinations:

A fast library for combinations and permutations in MQL5.

Author: amrali

Permutations and Combinations (MT5)
Permutations and Combinations (MT5)
  • www.mql5.com
It doesn't happen very often, but every once in awhile one needs to iterate over all of the combinations or permutations of a set of objects. Or more specifically, given a set of N objects, you want to consider k of them at a time (for each combination or permutation). Practically, combinations and permutations algorithms can be used as a...
 
Look forward to try it for Portfolio Optimisation and calculate the efficient frontier
Reason: