Hi Fr7 , I used the link you suggested me to create this post? What I did wrong?

If it is simplest I found also mq4 code for this indicator. Many thanks in advance for your great help!

//+------------------------------------------------------------------+
//| 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);
}
//+------------------------------------------------------------------+

Grazie FR7 non avevo capito!!!

Buongiorno Nicolas, grazie per avermi risposto.

Conosco il concetto di ciò che deve fare ma non conosco nel dettaglio la formula che però ho trovato qui:

http://www.improvedoutcomes.com/docs/WebSiteDocs/Clustering/Clustering_Parameters/Spearman_Rank_Correlation_Distance_Metric.htm

Grazie ancora

Marzio