Indicators: Pearson correlation indicator

[Automated-Trading]

Pearson correlation indicator:

Pearson correlation indicator shows the correlation between symbols.

Input parameters:

• Symbol               - Name of the second symbol, used for calculation of correlation;
• Period                - Period;
• Price                  - Applied price;
• Min correlation  - Gradient color for weak correlation;
• Max correlation - Gradient color for strong correlation.

Formula:

where:

• xi and yi - time series;
• n - number of data;
• σx and σy - standard deviations.

Author: Mihail Lagutin

[hrenfx]

I agree that there are Cloud and OCL, but it doesn't mean that you should treat algorithmic optimisation (AO) so negligently.

P.S. It would be good to specify that the code does not contain AO (good only for Real-Time and single runs in the tester), or AO is present - good for the tester optimiser.

[pusheax]

Thank you!!!

Useful stuff and well written.

[Dmitry Fedoseev]

pusheax:

Thank you!!!

Useful stuff and well written.

Your mega-expert evaluations are amazing!

The indicator is two-character, bar times are not synchronised. The indicator is for the basket (which is on the desktop). Sorry.

[Mykola Demko]

Integer:

Your mega-expert evaluations are amazing!

The indicator is two-character, bar times are not synchronised. The indicator is for the basket (which is on the desktop). Excuse me.

Dima, did you write a bot that posts for you? :о)

Or is it just a chronic lack of character perception?

[Dmitry Fedoseev]

Urain:

Dima, did you write a bot that posts for you? :о)

Or is it just a chronic lack of character perception?

Why invent anything? Once invented, and then repeated use - OOP principles in action:)

There is no chronic non-recognition, when one case is a case, and two cases are statistics:) It is necessary to correct a wrong statistically lawful situation.

[pusheax]

Integer:

Your mega-expert evaluations are amazing!

The indicator is two-character, bar times are not synchronised. The indicator is for the basket (which is on the desktop). Excuse me.

Have you even looked at the code of the indicator?

It has synchronisation by the time of the last bar.

And the number of bars should be approximately the same, but most importantly aligned on the right edge for all instruments of the same timeframe, as they are formed all at the same time.

The indicator is really useful, if you know how to use it!

[Dmitry Fedoseev]

...three cases is already a consistent pattern:)

[pusheax]

Integer:
...three cases is already a steady pattern:)

Arrogance is a more accurate epithet...:)

[михаил потапыч]

pusheax:
Arrogance is a more accurate epithet...:)

4

[pusheax]

Integer:

Your mega-expert evaluations are amazing!

The indicator is two-character, bar times are not synchronised. The indicator is for the basket (which is on the desktop). Sorry.

Ok, yesterday was a bit over the top, I guess you were celebrating "Border Guard Day" like me too.

Can you give me a link to the correct synchronisation of bars, because I also use this method of synchronisation by the last bar and that's it?