Price Prediction By Nearest Neighbor Indicator For MT5
Table Of Contents:
- Price Prediction By Nearest Neighbor Indicator For MT5
- Installation du Price Prediction By Nearest Neighbor Indicator For MT5
- Paramètres du Price Prediction By Nearest Neighbor Indicator For MT5
- Tampons du Price Prediction By Nearest Neighbor Indicator For MT5
- Parties principales du code
L' Price Prediction By Nearest Neighbor Indicator For MT5 dessine les Price Prediction By Nearest Neighbor Indicator For MT5 prix futures anticipées qui sont calculées à partir des modèles de prix récents. Les modèles de prix récents sont ce qu'on appelle les voisins les plus proches qui ont donné le nom à cet indicateur. Les modèles de prix sont utilisés pour calculer un vote pondéré. A partir de ce résultat, les mouvements de prix futurs sont tirés sur le graphique.
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Installation du Price Prediction By Nearest Neighbor Indicator For MT5
Après avoir téléchargé l'indicateur via le formulaire ci-dessus, vous devez décompresser le fichier zip. Ensuite, vous devez copier le fichier nearest_neighbor.mq5 dans le dossier MQL5Indicators de votre installation MT5 . Ensuite, redémarrez MT5 et vous pourrez voir l’indicateur dans la liste des indicateurs.
Paramètres du Price Prediction By Nearest Neighbor Indicator For MT5
Price Prediction By Nearest Neighbor Indicator For MT5 a des paramètres 2 à configurer.
input int Npast =300; // Past bars in a pattern input int Nfut =50; // Future bars in a pattern (must be < Npast) Tampons du Price Prediction By Nearest Neighbor Indicator For MT5
Le Price Prediction By Nearest Neighbor Indicator For MT5 2 Price Prediction By Nearest Neighbor Indicator For MT5 fournit des tampons 2 .
SetIndexBuffer(0,ynn,INDICATOR_DATA); SetIndexBuffer(1,xnn,INDICATOR_DATA); Parties principales du code
int OnCalculate(const int rates_total, const int prev_calculated, const datetime &Time[], const double &Open[], const double &High[], const double &Low[], const double &Close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //--- check for insufficient data and new bar int bars=rates_total; if(bars lt Npast+Nfut) { Print("Error: not enough bars in history!"); return(0); } if(PrevBars==bars) return(rates_total); PrevBars=bars; //--- initialize indicator buffers to EMPTY_VALUE ArrayInitialize(xnn,EMPTY_VALUE); ArrayInitialize(ynn,EMPTY_VALUE); //--- main cycle //--- compute correlation sums for current pattern //--- current pattern starts at i=bars-Npast and ends at i=bars-1 double my=0.0; double syy=0.0; for(int i=0;i lt Npast;i++) { double y=Open[bars-Npast+i]; my +=y; syy+=y*y; } double deny=syy*Npast-my*my; if(deny lt =0) { Print("Zero or negative syy*Npast-my*my = ",deny); return(0); } deny=MathSqrt(deny); //--- compute correlation sums for past patterns //--- past patterns start at k=0 and end at k=bars-Npast-Nfut ArrayResize(mx,bars-Npast-Nfut+1); ArrayResize(sxx,bars-Npast-Nfut+1); ArrayResize(denx,bars-Npast-Nfut+1); int kstart; if(FirstTime) kstart=0; else kstart=bars-Npast-Nfut; FirstTime=false; for(int k=kstart;k lt =bars-Npast-Nfut;k++) { if(k==0) { mx[0] =0.0; sxx[0]=0.0; for(int i=0;i lt Npast;i++) { double x=Open[i]; mx[0] +=x; sxx[0]+=x*x; } } else { double xnew=Open[k+Npast-1]; double xold=Open[k-1]; mx[k] =mx[k-1]+xnew-xold; sxx[k]=sxx[k-1]+xnew*xnew-xold*xold; } denx[k]=sxx[k]*Npast-mx[k]*mx[k]; } //--- compute cross-correlation sums and correlation coefficients and find NN double sxy[]; ArrayResize(sxy,bars-Npast-Nfut+1); double b,corrMax=0; int knn=0; for(int k=0;k lt =bars-Npast-Nfut;k++) { //--- Compute sxy sxy[k]=0.0; for(int i=0;i lt Npast;i++) sxy[k]+=Open[k+i]*Open[bars-Npast+i]; //--- Compute corr coefficient if(denx[k] lt =0) { Print("Zero or negative sxx[k]*Npast-mx[k]*mx[k]. Skipping pattern # ",k); continue; } double num=sxy[k]*Npast-mx[k]*my; double corr=num/MathSqrt(denx[k])/deny; if(corr gt corrMax) { corrMax=corr; knn=k; b=num/denx[k]; } } Print("Nearest neighbor is dated ",Time[knn]," and has correlation with current pattern of ",corrMax); //--- Compute xm[] and ym[] by scaling the nearest neighbor double delta=Open[bars-1]-b*Open[knn+Npast-1]; for(int i=0;i lt Npast+Nfut;i++) { if(i lt =Npast-1) xnn[bars-Npast+i]=b*Open[knn+i]+delta; if(i gt =Npast-1) ynn[bars-Npast-Nfut+i]=b*Open[knn+i]+delta; } return(rates_total); } //+------------------------------------------------------------------+
