REQ: Spearman Rank Correlation + indicator

[peglegtrading]

Spearman Rank Correlation + indicator was programmed for elite section. It is the improved version of Spearman Rank Correlation - dll indicator coded according to February issue of TASC. This version of Spearman rank is also having mtf interpolated with alerts added.

[mtuppers]

Spearman Rank Correlation + indicator was programmed for elite section. It is the improved version of Spearman Rank Correlation - dll indicator coded according to February issue of TASC. This version of Spearman rank is also having mtf interpolated with alerts added.

 

where is link?

[dk1aussie]

here is the spearman indicator for mt4

 

hxxp://showfx.blog113.fc2.com/blog-entry-30.html

[newbie111]

Is this it?

hxxp://[email protected]/file/FG6ulMMw/SPEARMAN_INDICATOR.html

[Saivenkat]

The Requisite file for SPEARMAN INDICATOR, IS not available in the above links provided by

dk1aussie and newbie111.

 

Kindly please let someone upload again..

 

Thanks

[Sixer]

For anybody who wants to check the Trader Tips from the TASC Feb. 2011 issue, use this link of the archive:

 

http://www.traders.com/index.php/sac-magazine/other/back-issues-archive

 

Sixer

[Saivenkat]

Thank you Sixer..=D> for giving the archive link.. but then.. spearman indicator for other platforms is available in it, and not for mt4.. :-? Is there any modified version of it available..

 

Thanks again

[Sixer]

Saivenkat,

 

i provided the link so that the MT programmers of the II forum can "act".

 

Sixer

[temon]

it is on the link provided by dk1aussie..

//+------------------------------------------------------------------+
//|                                      SpearmanRankCorrelation.mq4 |
//|                      Copyright © 2007, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
// http://www.improvedoutcomes.com/docs/WebSiteDocs/Clustering/
// Clustering_Parameters/Spearman_Rank_Correlation_Distance_Metric.htm
// http://www.infamed.com/stat/s05.html
#property copyright "Copyright © 2007, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"
//----
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 DarkBlue
//---- input parameters
extern int  rangeN = 14;
extern int  CalculatedBars = 0;
extern int  Maxrange = 30;
extern bool direction = true;
//---- buffers
double ExtMapBuffer1[];
double R2[];
double multiply;
int    PriceInt[];
int    SortInt[];
//+------------------------------------------------------------------+
//| calculate  RSP  function                                         |
//+------------------------------------------------------------------+
double SpearmanRankCorrelation(double Ranks[], int N)
 {
//----
  double res,z2;
  int i;
  for(i = 0; i < N; i++)
    {
      z2 += MathPow(Ranks[i] - i - 1, 2);
    }
  res = 1 - 6*z2 / (MathPow(N,3) - N);
//----
  return(res);
 }
//+------------------------------------------------------------------+
//| Ranking array of prices function                                 |
//+------------------------------------------------------------------+
void RankPrices(int InitialArray[])
 {
//----
  int i, k, m, dublicat, counter, etalon;
  double dcounter, averageRank;
  double TrueRanks[];
  ArrayResize(TrueRanks, rangeN);
  ArrayCopy(SortInt, InitialArray);
  for(i = 0; i < rangeN; i++) 
      TrueRanks[i] = i + 1;
  if(direction)
      ArraySort(SortInt, 0, 0, MODE_DESCEND);
  else
      ArraySort(SortInt, 0, 0, MODE_ASCEND);
  for(i = 0; i < rangeN-1; i++)
    {
      if(SortInt[i] != SortInt[i+1]) 
          continue;
      dublicat = SortInt[i];
      k = i + 1;
      counter = 1;
      averageRank = i + 1;
      while(k < rangeN)
        {
          if(SortInt[k] == dublicat)
            {
              counter++;
              averageRank += k + 1;
              k++;
            }
          else
              break;
        }
      dcounter = counter;
      averageRank = averageRank / dcounter;
      for(m = i; m < k; m++)
          TrueRanks[m] = averageRank;
      i = k;
    }
  for(i = 0; i < rangeN; i++)
    {
      etalon = InitialArray[i];
      k = 0;
      while(k < rangeN)
        {
          if(etalon == SortInt[k])
            {
              R2[i] = TrueRanks[k];
              break;
            }
          k++;
        }
    }
//----
  return;
 }
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
 {
//---- indicators
  SetIndexStyle(0, DRAW_LINE);
  SetIndexBuffer(0, ExtMapBuffer1);
  ArrayResize(R2, rangeN);
  ArrayResize(PriceInt, rangeN);
  ArrayResize(SortInt, rangeN);
  if(Maxrange <= 0) 
      Maxrange = 10;
  if(rangeN > Maxrange) 
      IndicatorShortName("Decrease rangeN input!");
  else 
      IndicatorShortName("Spearman(" + rangeN + ")");
  if(CalculatedBars < 0) 
      CalculatedBars = 0;
  multiply = MathPow(10, Digits);
//----
  return(0);
 }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
 {
//----
  return(0);
 }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
 {
  int counted_bars = IndicatorCounted();
//----
  if(rangeN > Maxrange) 
      return(-1);
  int i, k, limit;
  if(counted_bars == 0)
    {
      if(CalculatedBars == 0)
          limit = Bars - rangeN;
      else
          limit = CalculatedBars;
    }
  if(counted_bars > 0)
      limit = Bars - counted_bars;
  for(i = limit; i >= 0; i--)
    {
      for(k = 0; k < rangeN; k++) 
          PriceInt[k] = Close[i+k]*multiply;
      RankPrices(PriceInt);
      ExtMapBuffer1[i] = SpearmanRankCorrelation(R2,rangeN);
    }
//----
  return(0);
 }
//+------------------------------------------------------------------+

just copy those code to notepad > replace txt extension to mq4 > open with MetaEditor > save to indicator folder > compile

 

there a lot of spearman rank correlation based indi in this thread

http://indo-investasi.com/showthread.php/16735-Forex.TSD-advanced-elite-indicator-pack

Edited March 12, 2012 by temon
just realize i can't upload images