Any questions from newcomers on MQL4 and MQL5, help and discussion on algorithms and codes - page 17
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#property link "https://www.mql5.com"
#property version "1.00"
#property strict
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_level1 0.8
#property indicator_level2 -0.8
#property indicator_levelcolor Black
#property indicator_color1 Blue
#property indicator_minimum -1
#property indicator_width1 2
#property indicator_style1 0
#property indicator_maximum 1
double Buffer1[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//--- indicator buffers mapping
SetIndexBuffer(0, Buffer1);
SetIndexStyle(0, DRAW_LINE);
return(0);
//---
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int n=25; // количество элементов в массиве(для периода H1 n=25, тк i<n)
int m=24; // количество массивов(для периода H1 m=24, тк p=0, p<m)
int w=18; // количество заков после запятой
double Price_CloseX[][24]; // Массив цен закрытия 1 пары
double Price_CloseY[][24]; // Массив цен закрытия 2 пары
double dx[][24]; // Отклонение от среднего значения для пары 1 dx
double dy[][24]; // Отклонение от среднего значения для пары 2 dy
double dx2[][24]; // Квадрат отклонения ср.значения dx2
double dy2[][24]; // Квадрат отклонения ср.значения dy2
double dxdy[][24]; // Произведение dx и dy
double sum_x[][24];
double sum_y[][24];
double Mx[][24]; // Массив среднего значения цен закрытия пары 1 Mx
double My[][24]; // Массив среднего значения цен закрытия пары 2 My
double Edx2[][24]; // Сумма квадратов отклонений Edx2
double Edy2[][24]; // Сумма квадратов отклонений Edy2
double Edxdy[][24]; // Сумма произведений отклонений Edxdy
double Koef[];
ArrayResize(Price_CloseX, n);
ArrayResize(Price_CloseY, n);
ArrayResize(dx, n);
ArrayResize(dy, n);
ArrayResize(dx2, n);
ArrayResize(dy2, n);
ArrayResize(dxdy, n);
ArrayResize(sum_x, n);
ArrayResize(sum_y, n);
ArrayResize(Mx, n);
ArrayResize(My, n);
ArrayResize(Edx2, n);
ArrayResize(Edy2, n);
ArrayResize(Edxdy, n);
ArrayResize(Koef, n);
string sym_x="EURUSD";
string sym_y="GBPUSD";
for(int i=1; i<n; i++)
{
for(int p=0; p<m; p++)
{
Price_CloseX[i][p]=iClose(sym_x, PERIOD_H1, i+p);
Price_CloseY[i][p]=iClose(sym_y, PERIOD_H1, i+p);
}
}
for(int i=1; i<n; i++)
{
for(int p=0; p<m; p++)
{
sum_x[i][p]=sum_x[i][p-1]+Price_CloseX[i][p];
sum_y[i][p]=sum_y[i][p-1]+Price_CloseY[i][p];
}
}
for(int i=1; i<n; i++)
{
for(int p=0; p<m; p++)
{
Mx[i][p]=sum_x[p+1][m-1]/(n-1);
My[i][p]=sum_y[p+1][m-1]/(n-1);
}
}
for(int i=1; i<n; i++)
{
for(int p=0; p<m; p++)
{
dx[i][p]=Price_CloseX[i][p]-Mx[i][p];
dy[i][p]=Price_CloseY[i][p]-My[i][p];
}
}
for(int i=1; i<n; i++)
{
for(int p=0; p<m; p++)
{
dx2[i][p]=(dx[i][p]*dx[i][p])*1000000;
dy2[i][p]=(dy[i][p]*dy[i][p])*1000000;
}
}
for(int i=1; i<n; i++)
{
for(int p=0; p<m; p++)
{
dxdy[i][p]=(dx[i][p]*dy[i][p])*1000000;
}
}
for(int i=1; i<n; i++)
{
for(int p=0; p<m; p++)
{
Edx2[i][p]=(Edx2[i-1][p]+dx2[i][p]);
Edy2[i][p]=(Edy2[i-1][p]+dy2[i][p]);
Edxdy[i][p]=(Edxdy[i-1][p]+dxdy[i][p]);
}
}
for(int p=0; p<m; p++)
{
Koef[p]=Edxdy[n-1][p]/sqrt(Edx2[n-1][p]*Edy2[n-1][p]);
Buffer1[p]=Koef[p];
Alert("Коэффициент корреляции Пирсона между ", sym_x, " и ", sym_y, " равен ", DoubleToString(Koef[p], w));
Alert("Значение буфера ", p, " равно ", Buffer1[p]);
}
return(0);
}
Can you tell me where the error is? The values of the array elements Koef[] are calculated, each element is assigned a value. Why isn't Buffer1[] assigned?
Try removing the Alert from the last cycle
didn't help(
Good, they're useless there. You'd better use Print(...) instead of alerts, and look at the printout on "Experts" tab
You have the same value Edxdy[n-1][p] being assigned. If in previous loops you have a loop within a loop and "n" index changes, in the last one it doesn't. Last n-1=24.
Try it boldly - will it assign? //indicator should draw a horizontal black line. However, it will not be visible on a black background. Change the colour of the background, or better the line.
If it will be assigned, you should think - what is written here: Edxdy[24][p]
Hehe, or maybe everything is assigned and drawn, but it's about drawing a black line on a black background?
Here's where the colour, type and thickness of the line are specified:
Good, they're useless there. You'd better use Print(...) instead of alerts, and look at the printout on "Experts" tab
You have the same value Edxdy[n-1][p] being assigned. If in previous loops you have a loop within a loop and "n" index changes, in the last one it doesn't. Last n-1=24.
Try it boldly - will it assign? //indicator should draw a horizontal black line. However, it will not be visible on a black background. Change the colour of the background, or better the line.
If it will be assigned, you should think - what is written here: Edxdy[24][p]
Heh, maybe everything is assigned and drawn, but it's about drawing a black line on a black background?
Here you can see the colour, type and thickness of the line:
Edxdy[n-1][p] - here I have written the sum of the product of dx and dy. This value is needed to calculate the Pearson correlation coefficient Koef for an array consisting of n-1 elements of the p-th dimension. In this case, I decided to calculate the correlation for 24 bars, starting from the first bar. The result compared to similar calculation of Pearson's correlation coefficient, which calculates a simple script (was taken only one-dimensional array), as well as the site "online currency pair correlation calculator". All the values are the same. I believe that there is an error in declaration of array Buffer1[]. I created a script with similar code, plus array declaration via ArrayResize(Buffer1, n). In script code Buffer1[p]=Koef[p] - values are assigned correctly. Not in the indicator code(((.
Did you read my post?
SetIndexStyle(0,DRAW_LINE,0,1,Green); - put values, but still doesn't draw a line.
Yes, thank you!
SetIndexStyle(0,DRAW_LINE,0,1,Green); - put values, but still doesn't draw line.
Try also removing the#propertyindicator_minimum-1,#propertyindicator_maximum1 limiters, maybe the buffer values are drawn behind them.
Thank you! Removed #property strict - helped)