What would be the way to calculate the n-th percentile of an array of data in mql4?
I know I probably need to sort the array, but then what?
Thanks
Hi tonycashflow,
I'm not so sure that I understand what you meant - so I could be wrong here.
If you meant, "How to calculate the n-th percent of data (in array)", then maybe something like this;
Let's just say that we want to calculate the total sum of 65.43 % data in an array
int start() { double Percent = 65.43; // 65.43% double Array [10] = {1,2,3,4,5,6,7,8,9,10}; double Total_Sum = 0.0; int index, Percent_Data; Percent_Data = Percent/100 * ArraySize (Array); for (index = 0; index < Percent_Data; index ++) { Total_Sum += Array [index]; Print ("Index ",index," value ",Array [index]," total ",Total_Sum); } Print (Total_Sum); return(0); }
:D
Hi tonycashflow,
I'm not so sure that I understand what you meant - so I could be wrong here.
If you meant, "How to calculate the n-th percent of data (in array)", then maybe something like this;
Let's just say that we want to calculate the total sum of 65.43 % data in an array
:D
Hi onewithzachy,
This isnt what i meant. Read here: http://en.wikipedia.org/wiki/Percentile
I would like to able to do the same as you would using the Percentile function in Excel. http://www.ehow.com/how_7290250_use-excel-percentiles.html
Thanks nonetheless ;)
Hi onewithzachy,
This isnt what i meant. Read here: http://en.wikipedia.org/wiki/Percentile
I would like to able to do the same as you would using the Percentile function in Excel. http://www.ehow.com/how_7290250_use-excel-percentiles.html
Thanks nonetheless ;)
Hi onewithzachy,
This isnt what i meant. Read here: https://en.wikipedia.org/wiki/Percentile
I would like to able to do the same as you would using the Percentile function in Excel. http://www.ehow.com/how_7290250_use-excel-percentiles.html
Thanks nonetheless ;)
Ok I coded it using the first method mentioned on the Wiki page named "Nearest Rank" which isnt the most accurate but fine for my purposes (and the only one I am able to code at this point anyway).
Here it is:
double ArrayPercentile (double array[], double rank) { double copy[]; int size=ArraySize(array); ArrayResize(copy,size); ArrayCopy(copy,array,0,0,WHOLE_ARRAY); ArraySort(copy,WHOLE_ARRAY,0,MODE_ASCEND); double percentile = (rank/100)*size+0.5; int arrayindex = MathRound(percentile); percentile = copy[arrayindex-1]; return(percentile); }
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What would be the way to calculate the n-th percentile of an array of data in mql4?
I know I probably need to sort the array, but then what?
Thanks