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지표

Rank AutoCorrelation - MetaTrader 5용 지표

게시자:
Mladen Rakic
조회수:
11659
평가:
(32)
게시됨:
2016.10.20 13:37
업데이트됨:
2016.11.22 07:32
이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동

Rank (auto)correlation indicator that includes:

  • Spearman rank correlation
  • Pearson correlation

It can also use 22 types of prices, and user has a choice of using floating levels or fixed levels (for determining the over-bought and over-sold levels).

Both for Spearman and Pearson correlation the same rule applies. Correlation can range from 1 to -1 and they are usually referred to as:

  • 1 is perfect positive correlation — when the changes are exactly the same
  • 0 is the no correlation state
  • -1 is the perfect negative correlation — when the changes are exactly the opposite



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