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Function Code for pearson correlation to use in MQL4 AND MQL5

MQL5 资料库 转化中

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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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