Correlation indicators - Page 5

Vasilyt · #41 (**permalink**) 12-29-2006, 02:30 PM

Does anyone have an indicator or knows and algorithm that calculates correlation between three pairs at ones? For example between EURJPY, USDJPY, and EURUSD. Such correlation will only be possible on a small time frame and for a very short period of time 5-15 min tops.

newdigital · #42 (**permalink**) 12-29-2006, 05:10 PM

Quote:

Originally Posted by Vasilyt

Does anyone have an indicator or knows and algorithm that calculates correlation between three pairs at ones? For example between EURJPY, USDJPY, and EURUSD. Such correlation will only be possible on a small time frame and for a very short period of time 5-15 min tops.

Igorad's indicator (posted somewhere on this thead) may be modified to be correlated for 3 pairs only. It is not a problem: jusy delete all other pairs mentioned inside the code.

may be i am wrong.

Vasilyt · #43 (**permalink**) 12-30-2006, 01:26 AM

NO, I looked at that. It calculates correlation between two pairs only and not even that well. Its very laggy due to the fact that it uses moving simple average in the algorithm.

Patman1 · #44 (**permalink**) 05-23-2008, 11:24 AM

Did you notice that almost all indicators on this forum that are calculated on the base of few currency pairs do repaint:
- complex pairs
- Mindex
- Currency strength beta
- Currency strength fast

I wonder why because they are based on MA's as i looked in the code?? Can someone chcenge them to non-repainting indicators??

toddanderson · #45 (**permalink**) 05-26-2008, 12:28 PM

Could someone change the attached overlay chart from candles to a line
chart or give me some direction on how to do it

Thank you

Linuxser · #46 (**permalink**) 05-27-2008, 01:43 AM

Quote:

Originally Posted by toddanderson

Could someone change the attached overlay chart from candles to a line
chart or give me some direction on how to do it

Thank you

I've just take a overview to the code.

Change

SetIndexStyle( 0, DRAW_HISTOGRAM, DRAW_LINE, 1, BullBarColor );

with

SetIndexStyle( 0, DRAW_LINE, DRAW_LINE, 1, BullBarColor );

Remember, overview, not full view.

TheRumpledOne · #47 (**permalink**) 05-27-2008, 05:58 AM

overlay.gif

Is this what you wanted to do?

Quote:

int init() {

//Initialize Indexes
Prefix = "OverLayChart" + SubSymbol;

IndicatorShortName( "OverLay Chart( " + SubSymbol + " )" );

SetIndexBuffer( 0, ExtMapBuffer1 );
SetIndexBuffer( 1, ExtMapBuffer2 );
SetIndexBuffer( 2, ExtMapBuffer3 );
SetIndexBuffer( 3, ExtMapBuffer4 );

// SetIndexStyle( 0, DRAW_LINE, 1, 0, BullBarColor );
// SetIndexStyle( 1, DRAW_LINE, 1, 0, BearBarColor );
SetIndexStyle ( 2, DRAW_LINE, 0, 0, BullBarColor );
SetIndexStyle ( 3, DRAW_LINE, 0, 0, BearBarColor );

SetIndexEmptyValue( 0, 0.0 );
SetIndexEmptyValue( 1, 0.0 );
SetIndexEmptyValue( 2, 0.0 );
SetIndexEmptyValue( 3, 0.0 );

return( 0 );
}

Linuxser · #48 (**permalink**) 05-27-2008, 01:17 PM

Quote:

Originally Posted by TheRumpledOne

Attachment 62231

Is this what you wanted to do?

A members asked about this by PM

Here you have todd and ...

Test it please.
The idea to just change the histogram with a line becomes a stupid one after read the code