如何编写一个函数，该函数采用18个不同符号的收盘价，并计算每个符号的CORREL值？

时间：2016-10-17 01:21:08

标签： mql4

此代码的主要工作是：

  1. 获得18个不同符号的 Close 价格 - 所有主要货币对。
    使用CopyClose()函数，分成18个不同的数组。

  2. 所有18个符号都配对，每个符号组成324个阵列 （我知道伙计们，我知道，我的设计很糟糕，但我刚开始编写9月编码，这就是为什么我需要你的帮助。）

  3. 然后每个324个数组传递给 Pearson_r() ，计算彼此之间的相关性。

  4. 将相关结果分配给2D数组中的特定列和行之后。 （相关矩阵）。

    5. 我只想要一个计算所有324个成对符号Correlation的函数，然后将它存储在2D-Array的特定列和行中。

    2D阵列的分配是特定的原因是因为当我搜索大于85.0的相关值时，我需要知道列和行属于哪些符号，我正在进行相关对冲EA。

    这是我的：

    int OnInit()
{          
 double audjpy_data[12];
 double audusd_data[12];

 double chfjpy_data[12];

 double euraud_data[12];
 double eurcad_data[12];
 double eurchf_data[12];
 double eurgbp_data[12];
 double eurjpy_data[12];
 double eurusd_data[12];

 double gbpaud_data[12];
 double gbpcad_data[12];
 double gbpchf_data[12];
 double gbpjpy_data[12];
 double gbpusd_data[12];

 double nzdjpy_data[12];
 double nzdusd_data[12];
 double usdcad_data[12];
 double usdchf_data[12];
 double usdjpy_data[12];

 NormalizeDouble(CopyClose("USDCHF",PERIOD_H1,1,11,usdchf_data),8);
 NormalizeDouble(CopyClose("USDJPY",PERIOD_H1,1,11,usdjpy_data),8);
 NormalizeDouble(CopyClose("GBPUSD",PERIOD_H1,1,11,gbpusd_data),8);     

 NormalizeDouble(CopyClose("EURUSD",PERIOD_H1,1,11,eurusd_data),8);
 NormalizeDouble(CopyClose("GBPJPY",PERIOD_H1,1,11,gbpjpy_data),8);
 NormalizeDouble(CopyClose("USDCAD",PERIOD_H1,1,11,usdcad_data),8);
 NormalizeDouble(CopyClose("EURUSD",PERIOD_H1,1,11,eurusd_data),8);
 NormalizeDouble(CopyClose("GBPJPY",PERIOD_H1,1,11,gbpjpy_data),8);
 NormalizeDouble(CopyClose("USDCAD",PERIOD_H1,1,11,usdcad_data),8);
 NormalizeDouble(CopyClose("EURUSD",PERIOD_H1,1,11,eurusd_data),8);
 NormalizeDouble(CopyClose("GBPJPY",PERIOD_H1,1,11,gbpjpy_data),8);
 NormalizeDouble(CopyClose("USDCAD",PERIOD_H1,1,11,usdcad_data),8);
 NormalizeDouble(CopyClose("EURUSD",PERIOD_H1,1,11,eurusd_data),8);
 NormalizeDouble(CopyClose("GBPJPY",PERIOD_H1,1,11,gbpjpy_data),8);
 NormalizeDouble(CopyClose("USDCAD",PERIOD_H1,1,11,usdcad_data),8);
 NormalizeDouble(CopyClose("USDCAD",PERIOD_H1,1,11,usdcad_data),8);
 NormalizeDouble(CopyClose("EURUSD",PERIOD_H1,1,11,eurusd_data),8);
 NormalizeDouble(CopyClose("GBPJPY",PERIOD_H1,1,11,gbpjpy_data),8);
 NormalizeDouble(CopyClose("USDCAD",PERIOD_H1,1,11,usdcad_data),8); 

double arrayX[], arrayY[];
double arrayX_size;
double arrayY_size;

double AUDJPY_AUDUSD = 0,AUDJPY_CHFJPY = 0,
     AUDJPY_EURAUD = 0,
     AUDJPY_EURCAD = 0,
     AUDJPY_EURCHF = 0,
     AUDJPY_EURGBP = 0,
     AUDJPY_EURJPY = 0,
     AUDJPY_EURUSD = 0,
     AUDJPY_GBPAUD = 0,
     AUDJPY_GBPCAD = 0,
     AUDJPY_GBPCHF = 0,
     AUDJPY_GBPJPY = 0,
     AUDJPY_GBPUSD = 0,
     AUDJPY_NZDJPY = 0,
     AUDJPY_NZDUSD = 0,
     AUDJPY_USDCAD = 0,
     AUDJPY_USDCHF = 0,
     AUDJPY_USDJPY = 0; //18.

double AUDUSD_CHFJPY = 0,
     AUDUSD_EURAUD = 0,
     AUDUSD_EURCAD = 0,
     AUDUSD_EURCHF = 0,
     AUDUSD_EURGBP = 0,
     AUDUSD_EURJPY = 0,
     AUDUSD_EURUSD = 0,
     AUDUSD_GBPAUD = 0,
     AUDUSD_GBPCAD = 0,
     AUDUSD_GBPCHF = 0,
     AUDUSD_GBPJPY = 0,
     AUDUSD_GBPUSD = 0,
     AUDUSD_NZDJPY = 0,
     AUDUSD_NZDUSD = 0,
     AUDUSD_USDCAD = 0,
     AUDUSD_USDCHF = 0,
     AUDUSD_USDJPY = 0; //17.         

double CHFJPY_EURAUD = 0,
     CHFJPY_EURCAD = 0,
     CHFJPY_EURCHF = 0,
     CHFJPY_EURGBP = 0,
     CHFJPY_EURJPY = 0,
     CHFJPY_EURUSD = 0,
     CHFJPY_GBPAUD = 0,
     CHFJPY_GBPCAD = 0,
     CHFJPY_GBPCHF = 0,
     CHFJPY_GBPJPY = 0,
     CHFJPY_GBPUSD = 0,
     CHFJPY_NZDJPY = 0,
     CHFJPY_NZDUSD = 0,
     CHFJPY_USDCAD = 0,
     CHFJPY_USDCHF = 0,
     CHFJPY_USDJPY = 0; //16

double  EURAUD_EURCAD = 0,
     EURAUD_EURCHF = 0,
     EURAUD_EURGBP = 0,
     EURAUD_EURJPY = 0,
     EURAUD_EURUSD = 0,
     EURAUD_GBPAUD = 0,
     EURAUD_GBPCAD = 0,
     EURAUD_GBPCHF = 0,
     EURAUD_GBPJPY = 0,
     EURAUD_GBPUSD = 0,
     EURAUD_NZDJPY = 0,
     EURAUD_NZDUSD = 0,
     EURAUD_USDCAD = 0,
     EURAUD_USDCHF = 0,
     EURAUD_USDJPY = 0; //15.

double EURCAD_EURCHF = 0,
     EURCAD_EURGBP = 0,
     EURCAD_EURJPY = 0,
     EURCAD_EURUSD = 0,
     EURCAD_GBPAUD = 0,
     EURCAD_GBPCAD = 0,
     EURCAD_GBPCHF = 0,
     EURCAD_GBPJPY = 0,
     EURCAD_GBPUSD = 0,
     EURCAD_NZDJPY = 0,
     EURCAD_NZDUSD = 0,
     EURCAD_USDCAD = 0,
     EURCAD_USDCHF = 0,
     EURCAD_USDJPY = 0; //14

double EURCHF_EURGBP = 0,
     EURCHF_EURJPY = 0,
     EURCHF_EURUSD = 0,
     EURCHF_GBPAUD = 0,
     EURCHF_GBPCAD = 0,
     EURCHF_GBPCHF = 0,
     EURCHF_GBPJPY = 0,
     EURCHF_GBPUSD = 0,
     EURCHF_NZDJPY = 0,
     EURCHF_NZDUSD = 0,
     EURCHF_USDCAD = 0,
     EURCHF_USDCHF = 0,
     EURCHF_USDJPY = 0; //13.         

double EURGBP_EURJPY = 0,
     EURGBP_EURUSD = 0,
     EURGBP_GBPAUD = 0,
     EURGBP_GBPCAD = 0,
     EURGBP_GBPCHF = 0,
     EURGBP_GBPJPY = 0,
     EURGBP_GBPUSD = 0,
     EURGBP_NZDJPY = 0,
     EURGBP_NZDUSD = 0,
     EURGBP_USDCAD = 0,
     EURGBP_USDCHF = 0,
     EURGBP_USDJPY = 0; //12

double EURJPY_EURUSD = 0,
     EURJPY_GBPAUD = 0,
     EURJPY_GBPCAD = 0,
     EURJPY_GBPCHF = 0,
     EURJPY_GBPJPY = 0,
     EURJPY_GBPUSD = 0,
     EURJPY_NZDJPY = 0,
     EURJPY_NZDUSD = 0,
     EURJPY_USDCAD = 0,
     EURJPY_USDCHF = 0,
     EURJPY_USDJPY = 0; //11.

double EURUSD_GBPAUD = 0,
     EURUSD_GBPCAD = 0,
     EURUSD_GBPCHF = 0,
     EURUSD_GBPJPY = 0,
     EURUSD_GBPUSD = 0,
     EURUSD_NZDJPY = 0,
     EURUSD_NZDUSD = 0,
     EURUSD_USDCAD = 0,
     EURUSD_USDCHF = 0,
     EURUSD_USDJPY = 0; //10.

double GBPAUD_GBPCAD = 0,
     GBPAUD_GBPCHF = 0,
     GBPAUD_GBPJPY = 0,
     GBPAUD_GBPUSD = 0,
     GBPAUD_NZDJPY = 0,
     GBPAUD_NZDUSD = 0,
     GBPAUD_USDCAD = 0,
     GBPAUD_USDCHF = 0,
     GBPAUD_USDJPY = 0; //9.

double GBPCAD_GBPCHF = 0,
     GBPCAD_GBPJPY = 0,
     GBPCAD_GBPUSD = 0,
     GBPCAD_NZDJPY = 0,
     GBPCAD_NZDUSD = 0,
     GBPCAD_USDCAD = 0,
     GBPCAD_USDCHF = 0,
     GBPCAD_USDJPY = 0; //8.

double GBPCHF_GBPJPY = 0,
     GBPCHF_GBPUSD = 0,
     GBPCHF_NZDJPY = 0,
     GBPCHF_NZDUSD = 0,
     GBPCHF_USDCAD = 0,
     GBPCHF_USDCHF = 0,
     GBPCHF_USDJPY = 0; //7.

double GBPJPY_GBPUSD = 0,
     GBPJPY_NZDJPY = 0,
     GBPJPY_NZDUSD = 0,
     GBPJPY_USDCAD = 0,
     GBPJPY_USDCHF = 0,
     GBPJPY_USDJPY = 0; //6.

double GBPUSD_NZDJPY = 0,
     GBPUSD_NZDUSD = 0,
     GBPUSD_USDCAD = 0,
     GBPUSD_USDCHF = 0,
     GBPUSD_USDJPY = 0; //5.

double NZDJPY_NZDUSD = 0,
     NZDJPY_USDCAD = 0,
     NZDJPY_USDCHF = 0,
     NZDJPY_USDJPY = 0; //4.

double NZDUSD_USDCAD = 0,
     NZDUSD_USDCHF = 0,
     NZDUSD_USDJPY = 0; //3.

double USDCAD_USDCHF = 0,
     USDCAD_USDJPY = 0; //2.

double USDCHF_USDJPY = 0; //1.

double corr_table[18][18]; //18*18 Corelation Table. 

for(int counter=0; counter<31; counter++)
  {   
  if(counter == 0)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,gbpusd_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
    //Alert("badd");
 }
 else if(counter == 1)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,usdjpy_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);   
 }
 else if(counter == 3)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,gbpusd_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter == 4)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,usdjpy_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter == 5)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,gbpusd_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter == 6)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,usdjpy_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter== 7)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,gbpusd_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter == 8)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,usdjpy_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter== 9)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,gbpusd_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter == 10)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,usdjpy_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter== 11)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,gbpusd_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter == 12)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,usdjpy_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter== 13)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,gbpusd_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter == 14)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,usdjpy_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter== 15)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,gbpusd_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter == 16)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,usdjpy_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter== 17)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,gbpusd_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter == 18)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,usdjpy_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter== 19)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,gbpusd_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter == 20)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,usdjpy_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter== 21)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,gbpusd_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter == 22)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,usdjpy_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter== 23)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,gbpusd_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter == 24)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,usdjpy_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter== 25)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,gbpusd_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter == 26)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,usdjpy_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter== 27)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,gbpusd_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter == 28)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,usdjpy_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter== 29)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,gbpusd_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
 }
 else if(counter == 30)
 {
    ArrayCopy(arrayX,usdchf_data,0,0,WHOLE_ARRAY);
    ArrayCopy(arrayY,usdjpy_data,0,0,WHOLE_ARRAY);
    arrayX_size = ArraySize(arrayX);
    arrayY_size = ArraySize(arrayY);
    //Alert("yessss");
 }

double r = pearsons_r(arrayX,arrayY);
//Comment(r);    
if(counter == 0)
{
   GBPUSD_USDCHF = r;
   Alert(r);
}
else if(counter == 1)
{
   USDCHF_USDJPY = r;
   //Comment("yep"+r);
}
else if(counter == 2)
{
   GBPUSD_USDCHF = r;
   Comment(r);
}
else if(counter == 3)
{
   USDCHF_USDJPY = r;
   //Comment("yep"+r);
}
else if(counter == 4)
{
   GBPUSD_USDCHF = r;
   Comment(r);
}
else if(counter == 5)
{
   USDCHF_USDJPY = r;
   //Comment("yep"+r);
}
else if(counter == 6)
{
   GBPUSD_USDCHF = r;
   Comment(r);
}
else if(counter == 7)
{
   USDCHF_USDJPY = r;
   //Comment("yep"+r);
}
else if(counter == 8)
{
   GBPUSD_USDCHF = r;
   Comment(r);
}
else if(counter == 9)
{
   USDCHF_USDJPY = r;
   //Comment("yep"+r);
}
else if(counter == 10)
{
   GBPUSD_USDCHF = r;
   Comment(r);
}
else if(counter == 11)
{
   USDCHF_USDJPY = r;
   //Comment("yep"+r);
}
else if(counter == 12)
{
   GBPUSD_USDCHF = r;
   Comment(r);
}
else if(counter == 13)
{
   USDCHF_USDJPY = r;
   //Comment("yep"+r);
}
else if(counter == 14)
{
   GBPUSD_USDCHF = r;
   Comment(r);
}
else if(counter == 15)
{
   USDCHF_USDJPY = r;
   //Comment("yep"+r);
}
else if(counter == 16)
{
   GBPUSD_USDCHF = r;
   Comment(r);
}
else if(counter == 17)
{
   USDCHF_USDJPY = r;
   //Comment("yep"+r);
}
else if(counter == 18)
{
   GBPUSD_USDCHF = r;
   Comment(r);
}
else if(counter == 19)
{
   USDCHF_USDJPY = r;
   //Comment("yep"+r);
}
else if(counter == 20)
{
   GBPUSD_USDCHF = r;
   Comment(r);
}
else if(counter == 21)
{
   USDCHF_USDJPY = r;
   //Comment("yep"+r);
}
else if(counter == 22)
{
   GBPUSD_USDCHF = r;
   Comment(r);
}
else if(counter == 23)
{
   USDCHF_USDJPY = r;
   //Comment("yep"+r);
}
else if(counter == 24)
{
   GBPUSD_USDCHF = r;
   Comment(r);
}
else if(counter == 25)
{
   USDCHF_USDJPY = r;
   //Comment("yep"+r);
}
else if(counter == 26)
{
   GBPUSD_USDCHF = r;
   Comment(r);
}
else if(counter == 27)
{
   USDCHF_USDJPY = r;
   //Comment("yep"+r);
}
else if(counter == 28)
{
   GBPUSD_USDCHF = r;
   Comment(r);
}
else if(counter == 29)
{
   USDCHF_USDJPY = r;
   //Comment("yep"+r);
}
else if(counter == 30)
{
   GBPUSD_USDCHF = r;
   Comment(r);
}*/

corr_table[0][0] = AUDJPY_AUDUSD;
corr_table[0][1] = AUDJPY_CHFJPY;
corr_table[0][2] = AUDJPY_EURAUD;
corr_table[0][3] = AUDJPY_EURCAD;
corr_table[0][4] = AUDJPY_EURCHF;
corr_table[0][5] = AUDJPY_EURGBP;
corr_table[0][6] = AUDJPY_EURJPY;
corr_table[0][7] = AUDJPY_EURUSD;
corr_table[0][8] = AUDJPY_GBPAUD;
corr_table[0][9] = AUDJPY_GBPCAD;
corr_table[0][10] = AUDJPY_GBPCHF;
corr_table[0][11] = AUDJPY_GBPJPY;
corr_table[0][12] = AUDJPY_GBPUSD;
corr_table[0][13] = AUDJPY_NZDJPY;
corr_table[0][14] = AUDJPY_NZDUSD;
corr_table[0][15] = AUDJPY_USDCAD;
corr_table[0][16] = AUDJPY_USDCHF;
corr_table[0][17] = AUDJPY_USDJPY;

corr_table[1][0] = GBPUSD_USDCHF;
corr_table[1][1] = USDCHF_USDJPY;
corr_table[1][2] = GBPUSD_USDCHF;
corr_table[1][3] = USDCHF_USDJPY;
corr_table[1][4] = GBPUSD_USDCHF;
corr_table[1][5] = USDCHF_USDJPY;
corr_table[1][6] = GBPUSD_USDCHF;

corr_table[1][7] = USDCHF_USDJPY;
corr_table[1][8] = GBPUSD_USDCHF;
corr_table[1][9] = USDCHF_USDJPY;
corr_table[1][10] = GBPUSD_USDCHF;
corr_table[1][11] = USDCHF_USDJPY;

corr_table[1][12] = GBPUSD_USDCHF;
corr_table[1][13] = USDCHF_USDJPY;
corr_table[1][14] = GBPUSD_USDCHF;
corr_table[1][15] = USDCHF_USDJPY;
corr_table[1][16] = GBPUSD_USDCHF;

corr_table[1][17] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;

corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;

corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY;
corr_table[0][1] = GBPUSD_USDCHF;
corr_table[0][2] = USDCHF_USDJPY; 
} 
return(INIT_SUCCEEDED);
}
double pearsons_r(double &dataX[],double &dataY[])
{
 double sumX = 0,sumY = 0;
 double meanX = 0,meanY = 0;
 double sumXY = 0;
 double sumX2 = 0,sumY2 = 0;
 double dev_x[12],dev_y[12];
 double dev_xy[12];


 double size_dataX = ArraySize(dataX);
 double size_dataY = ArraySize(dataY);
 //Alert(size_dataX);

 for(int jj = 0; jj<size_dataX; jj++)
 {
  sumX += dataX[jj];
  sumY += dataY[jj];
  //Alert(sumY);
 }
 meanX = sumX / size_dataX;
 meanY = sumY / size_dataY;
 //Alert(meanY);

 for(int jj = 0; jj<size_dataX; jj++)
 {
  dev_x[jj] = dataX[jj] - meanX;
  dev_y[jj] = dataY[jj] - meanY;
  //Alert(dev_x[5]);

  dev_xy[jj] = dev_x[jj] * dev_y[jj];
  //Comment(dev_xy[3]);

  sumX2 += dev_x[jj] * dev_x[jj];
  //Comment(sumX2);

  sumY2 += dev_y[jj] * dev_y[jj];
  //Comment(sumX2);

  sumXY += dev_x[jj] * dev_y[jj];
  //Comment(sumXY);
}
  double lower_half = sumX2 * sumY2;

 double final_lower_half = sqrt(lower_half);
 //Comment(final_lower_half);

 double correlation = NormalizeDouble(sumXY / final_lower_half,2);
 //Comment(correlation);
 correlation = correlation*100;
 Comment(correlation);

 return (correlation);
}

1 个答案:

答案 0 :(得分：0)

什么是问题？除了在这里提出多个类似的问题之外，使用2D数组的简单方法有什么问题？

也许这会有所帮助：

const string allSymbols[18] = {"EURUSD","USDJPY", };//all 18 your symbols
int SIZE = ArraySize(allSymbols);

void Function(){
   double correlationMatrix[18][18];
   for(int i=0; i<SIZE; i++){
      for(int j=0; j<SIZE; j++){
         if (i==j) continue;
         double correlation = Pearson_r_calc(allSymbols[i],allSymbols[j]);
         correlationMatrix[i][j] = correlation;
         //process your matrix further, 'ij' is a correlation of i and j symbols
      }
   }
}
double Pearson_r_calc(const string symb1,const string symb2){
   double array1[],array2[];
   CopyClose(symb1,PERIOD_H1,1,11,array1); //1 and 11 are your numbers
   CopyClose(symb2,PERIOD_H1,1,11,array2);
   return pearson_r(array1,array2); //pearson_r(string,string) is your fn.
}
相关问题
最新问题