Pearson coefficient - MetaTrader 5용 지표

The definition:

Pearson's correlation coefficient is the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier product-moment in the name.More information you can find here : https://en.wikipedia.org/wiki/Pearson_correlation_coefficient

This version:

This version allows us to calculate the coefficient on the symbol itself as well as to calculate the correlation coefficient of two symbols.

• When "Second symbol" parameter is set to empty value, current chart symbol is used. In this case the "Lag" parameter must be set to some value greater than 0 otherwise the result will always be 0
• When "Second symbol" parameter is set to some valid symbol different than the current symbol chart, that symbol is used. In this case the "Lag" parameter should be set to 0  (to calculate the correlation corresponding bars) but you can introduce lag too, keeping in mind that the second symbol data is really lagged in that case