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Specification
Hello there,
i need a function (usable in MQL4 and MQL5 - best, if the code is equal) for calculating the pearson correlation between two assets. The function must have the following format:
double pearson(double array &asset1,double array &asset2, int shift asset 1, int shift asset2, int bars to calculate)
{
// function code
return(pearsoncorrelation);
}
The return value must be double and between -1 and 1. The arrays containing close prices in various time frames.
I need the MQL4 (and MQL5) Source Code.
Thank you!
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Project information
Budget
30 - 50 USD
Deadline
to 5 day(s)