//+------------------------------------------------------------------+
//| correlation_2pairs.mq4 |
//| Copyright © 2006, zolero |
//| http://www.mt ©etatrader.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, zolero"
#property link "http://www."
#property indicator_separate_window
datetime x;
#property indicator_buffers 3
#property indicator_color1 Red
IndicatorDigits(Digits+10);
SetLevelValue(-1,1);
//#property indicator_color2 Blue
//#property indicator_color3 Green
extern string Pair1="GBPUSD";
//extern string Pair2="GBPUSD";
//extern string Pair3="AUDUSD";
extern int Periood=4;
double Correl1_Buffer[];
double array11[];
// double array22[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(3);
//---- indicators
string short_name;
SetIndexStyle(0,DRAW_LINE,0,1,Red);
SetIndexBuffer(0,Correl1_Buffer);
SetIndexBuffer(1,array11);
SetIndexStyle(1,DRAW_LINE);
// SetIndexBuffer(2,array22);
// SetIndexStyle(2,DRAW_NONE);
// short_name="Correlation";
//IndicatorShortName("Correlation("+Correl1_Buffer[1]+")");
// IndicatorShortName(short_name);
// SetIndexLabel(0,Pair1+"/"+Pair2);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
int limit=BarsPerWindow();
int koht, count, shift;
double sum1,sum11, sum2,sum22, correl, first,first1,second1,third1, second, third, average1, average2;
//----
double array1[][6];
shift=1;
if(x!=iTime(NULL, 0, 0)) shift=limit;//makes only by creation of a new bar
ArrayCopyRates(array1, Pair1, NULL);
koht=4;
count=ArraySize(array1);
while(shift>0)
{
first1=0; second1=0; third1=0;
for(int c=1; c<Periood; c++)
{
first1=(((array1[shift][koht])-(array1[shift+1][koht]))/(array1[shift+1][koht]))*100;
}
array11[shift]=first1;
shift--;
}
// Print("percent change: ",array11[1], " array ",array1[shift][koht]," ",array1[shift+1][koht]);
shift=1;
if(x!=iTime(NULL, 0, 0)) shift=limit;//makes only by creation of a new bar
ArraySetAsSeries(array11,true);
while(shift>0)
{
sum1=0; sum2=0;
for(int i=1; i<Periood; i++)
{
sum1+=array1[shift+i][koht];
sum2+=array11[shift+i];
}
average1=sum1/(Periood-1);
average2=sum2/(Periood-1);
first=0; second=0; third=0;
for(c=1; c<Periood; c++)
{
first+=(array1[shift+c][koht]-average1)*(array11[shift+c]-average2);
second+=MathPow((array1[shift+c][koht]-average1), 2.0);
third+=MathPow((array11[shift+c]-average2), 2.0);
}
//Print(first," ",second," ",third);
Correl1_Buffer[shift]=first/(MathSqrt(second*third));
shift--;
}
x=iTime(NULL, 0, 0);
//----
return;
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: