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Rank AutoCorrelation - indicateur pour MetaTrader 5
- Publié par:
- Mladen Rakic
- Vues:
- 11718
- Note:
- Publié:
- 2016.10.20 13:37
- Mise à jour:
- 2016.11.22 07:32
- Besoin d'un robot ou d'un indicateur basé sur ce code ? Commandez-le sur Freelance Aller sur Freelance
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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