//+------------------------------------------------------------------+ //| #DT-Pirsonq4 | //| Copyright © 2007, klot | //| klot@mail.ru | //+------------------------------------------------------------------+ #property copyright "Copyright © 2007, klot" #property link "klot@mail.ru" #property indicator_separate_window #property indicator_buffers 1 #property indicator_color1 Aqua #property indicator_level1 0.0 extern int N=20; //---- indicator buffers double Pirson[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- indicators SetIndexStyle(0,DRAW_SECTION); //---- indicator buffers mapping SetIndexBuffer(0,Pirson); SetIndexEmptyValue(0,0.0); //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { int counted_bars=IndicatorCounted(); //---- double X,Y,Sx,Sy; double sum=0.0; //---- for( int shift=Bars-N-1; shift>=0; shift--) { X=iMA(NULL,0,N,0,MODE_SMA,PRICE_CLOSE,shift); Y=iMA(NULL,0,N,0,MODE_SMA,PRICE_CLOSE,shift+1); //---- sum=0; for( int i=N-1; i>=0; i--) { sum+=(Close[shift+i]-X)*(Close[shift+i+1]-Y); } //--- Sx=iStdDev(NULL,0,N,0,MODE_SMA,PRICE_CLOSE,shift); Sy=iStdDev(NULL,0,N,0,MODE_SMA,PRICE_CLOSE,shift+1); //--- Pirson[shift]=sum/((N-1)*Sx*Sy); } //---- return(0); } //+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_SECTION
Indicators Used:
Moving average indicator
Standard Deviation indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: