Discussion of article "Analysis of the Main Characteristics of Time Series"

 

New article Analysis of the Main Characteristics of Time Series is published:

This article introduces a class designed to give a quick preliminary estimate of characteristics of various time series. As this takes place, statistical parameters and autocorrelation function are estimated, a spectral estimation of time series is carried out and a histogram is built.

Fig. 2

Author: Victor

 
Rosh:

The article Analysing the main characteristics of time series has been published:

Author: Victor

Viktor, good afternoon.


Unfortunately, I am not able to get the final information. The characteristics appearing in the original form are displayed:


 

Look at the text of the TSAexample.mq5 script.

In it, the bd[] array is filled with values of the investigated sequence and then used as an argument when calling the Calc method of the TSAnalysis class.

Write your own script (or indicator), form an array containing your sequence by any available method and pass it as an argument to the Calc method by analogy with the example given in the article.

It seems to me that you should be able to do it.

Victor.

 

Please what does it mean the acronym "IP"?

 
Victor:

Look at the text of the TSAexample.mq5 script.

In it, the bd[] array is filled with values of the investigated sequence and then used as an argument when calling the Calc method of the TSAnalysis class.

Write your own script (or indicator), form an array containing your sequence by any available method and pass it as an argument to the Calc method by analogy with the example given in the article.

It seems to me that you should be able to do it.

Victor.


Everything works just fine! Very handy tool! Thank you!

 
For spectral estimation of quotes, it would probably be more convenient to display the period(number of bars) rather than the frequency.