Multiple Correlation indicator

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Multiple Correlation indicator

Postby xyz1453 » Mon Jul 15, 2019 9:45 am

Pearson correlation indicator of two random variables already coded in mql4.
I am looking for multiple correlation indicator something like Y1:X1|X2|X3...
Wikipedia explanation is here :https://en.wikipedia.org/wiki/Multiple_correlation
And I found the python code of multiple correlation:https://medium.com/@sebastiannorena/finding-correlation-between-many-variables-multidimensional-dataset-with-python-5deb3f39ffb3
Is it possible to code the multiple correlation indicator in mql4? Many thanks.
xyz1453
 
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Re: Multiple Correlation indicator

Postby Apprentice » Tue Jul 23, 2019 5:22 am

Try this version.
viewtopic.php?f=38&t=68695
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