Hi, thanks, for this interesting indicator!!!
Can you explain "Level up", "Middle level" and "Level down" ?
Thanks,
The complexity of this algorithm is O(n^2). See similar indicators that calculate the same values, but much faster - O(n).
fxsaber #:
The complexity of this algorithm is O(n^2). See similar indicators that calculate the same values, but much faster - O(n).
The complexity of this algorithm is O(n^2). See similar indicators that calculate the same values, but much faster - O(n).
I agree that the code posted can be optimized
- the code, as is, was a sort of "by the book" code so that everybody can check if the formula used is correct
- I am sort of avoiding posting optimized code since then I get comments like : "It is too complicated code" (the hell : I even got comments that variable names must not be named as I do in my code)
Also, I am aware of the O(n) algorithm but I am not using it (for the same reason I am not using the O(n) algorithm for standard deviation) - it can be, in some cases, wildly inaccurate
Instead I am using different methods for optimized calculation. Attaching an ex5 file (even though I know it shall be deleted)
- it gets the same results as the "official" version
- it is optimized the "alternative" way
- it has an additional option to display execution times (in microseconds) - for checking purpose
- average execution time (using defaults) on my PC for initial 10K bars is 5-600 microseconds (new ticks execution times are negligible)
PS: apart from posting ex5 file, the file is not limited in any way and is not displaying any advertisement (unlike some new entries in the code base)
![MQL5 - Language of trade strategies built-in the MetaTrader 5 client terminal](https://c.mql5.com/i/registerlandings/logo-2.png)
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Pearson coefficient:
Pearson coefficient
Author: Mladen Rakic