Correlation Calculator Panel

ÿþ//+------------------------------------------------------------------+

//|                                 Correlation Calculator Panel.mq4 |

//|                        Copyright 2021, MetaQuotes Software Corp. |

//|                                             https://www.mql5.com |

//+------------------------------------------------------------------+

#property copyright "Copyright 2021, MetaQuotes Software Corp."

#property link      "https://www.mql5.com/ru/users/kalipso1979"

#property version   "1.1"

#property strict

#property indicator_chart_window

#property indicator_buffers 1

#property indicator_plots   1

//--- plot Label1

#property indicator_label1  "Label1"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- input parameters



/*



   0@0<5B@K:



   period - 5@8>4 :>@@5;OF88

   shift - 0@ A :>B>>@3> =0G8=0B @0AAG5B

   n - >;8G5AB2> A8<2>;>2 2 B01;8F5

 



*/



input int      period=200;//Correlation period

// 5@8>4 :>@@5;OF88

input int      shift=1;//The bar from which the calculation begins

// 0@ A :>B>>@3> =0G8=0B @0AAG5B

input int      n=15;//Number of characters

// >;8G5AB2> A8<2>;>2

input int      x=10;//X coordinate

// >>@48=0B0 x

input int      y=15;//Y coordinate

// >>@48=0B0 y





//--- indicator buffers

double         Label1Buffer[];



struct Sln{

   string symb;

   string val;

};



Sln line[];

double sd[][2];



//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,Label1Buffer);

   

//---

   return(INIT_SUCCEEDED);

  }

  

void OnDeinit(const int r){

   ObjectsDeleteAll(0,WindowExpertName());

   ChartRedraw(0);

}

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+

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[])

  {



   DrawTableHRow(WindowExpertName()+"_h",x,y,Symbol());



   datetime daytimes[];

   int cnt=MathMin(SymbolsTotal(true),n);

   

   if(ArraySize(line)!=cnt){

      ArrayResize(line,cnt);

      ArrayResize(sd,cnt);

   }

   

   double v=0;

   for(int i=0;i<cnt;i++){

      string val="?";

      ArrayCopySeries(daytimes,MODE_TIME,SymbolName(i,true),Period());

      if(GetLastError()!=4066){

         v=Pirson(Symbol(),SymbolName(i,true),period,shift);    

         if(v<0){

            val=DoubleToStr(v,2);

         }

         else{

            val=" "+DoubleToStr(v,2);

         }

         

      }

      line[i].symb=SymbolName(i,true);

      line[i].val=val;  

      sd[i][0]=v;   

      sd[i][1]=i;

      //DrawTableRow(WindowExpertName()+"_"+(string)i,x,y+(i+1)*23,SymbolName(i,true),val);

   }

   

   ArraySort(sd);

   

   for(int i=0;i<cnt;i++){

      DrawTableRow(WindowExpertName()+"_"+(string)i,x,y+(i+1)*23,line[(int)sd[cnt-1-i][1]].symb,line[(int)sd[cnt-1-i][1]].val);

   }

   

   

   ChartRedraw(0);



   return(rates_total);

  }

//+------------------------------------------------------------------+



double Pirson(string SymMain,string Sym2,int aPer,int aShift){



   int Shift2=iBarShift(Sym2,Period(),Time[aShift]);

   

   double aver1=0,aver2=0;

   int i1=aShift;

   int i2=Shift2;   

   for(int i=0;i<aPer;i++,i1++,i2++){

      aver1+=iClose(SymMain,Period(),i1);

      aver2+=iClose(Sym2,Period(),i2);

   }  

   aver1/=aPer;

   aver2/=aPer;              



   double cov=0;      

   double d1=0;

   double d2=0;

   double z1,z2;

   i1=aShift;

   i2=Shift2;   

   for(int i=0;i<aPer;i++,i1++,i2++){

      z1=(iClose(SymMain,Period(),i1)-aver1);

      z2=(iClose(Sym2,Period(),i2)-aver2);

      cov+=z1*z2;

      d1+=z1*z1;

      d2+=z2*z2;

   }   

   

   d1=MathSqrt(d1);

   d2=MathSqrt(d2);      

   double d=d1*d2;

   if(d==0)return(0);

   return(cov/(d1*d2));

}





void DrawTableHRow(string name,int ax,int ay,string s){

   for(int i=0;i<7;i++){

      fObjLabel(name+"_a_"+(string)i,ax+i*22,ay,CharToStr(110),0,C'181,187,193',30,0,"Wingdings",false);

   }

   fObjLabel(name+"_c_0",ax+46+1,ay+13+1,s,0,C'255,255,255',12,0,"Arial",false);

   fObjLabel(name+"_d_0",ax+46,ay+13,s,0,clrBlack,12,0,"Arial",false);  

}



void DrawTableRow(string name,int ax,int ay,string s,string v){

   for(int i=0;i<7;i++){

      fObjLabel(name+"_a_"+(string)i,ax+i*22,ay,CharToStr(110),0,C'181,187,193',30,0,"Wingdings",false);

   }

   int i;

   for(i=0;i<5;i++){

      fObjLabel(name+"_b_"+(string)i,ax+i*18+2,ay+3,CharToStr(110),0,C'255,255,255',27,0,"Wingdings",false);

   }  

   fObjLabel(name+"_b_"+(string)i,ax+i*18-5,ay+3,CharToStr(110),0,C'255,255,255',27,0,"Wingdings",false); 

   for(i=6;i<8;i++){

      fObjLabel(name+"_b_"+(string)i,ax+i*18,ay+3,CharToStr(110),0,C'255,255,255',27,0,"Wingdings",false);

   }  

   fObjLabel(name+"_b_"+(string)i,ax+i*18-11,ay+3,CharToStr(110),0,C'255,255,255',27,0,"Wingdings",false);   

   

   

   fObjLabel(name+"_c_"+(string)i,ax+9,ay+13,s,0,clrBlack,12,0,"Arial",false);

   

   fObjLabel(name+"_d_"+(string)i,ax+118,ay+13,v,0,clrBlack,12,0,"Arial",false);   

   

}





void fObjLabel(

   string aObjectName,     // 1 8<O

   int aX,                 // 2 E

   int aY,                 // 3 C

   string aText,           // 4 B5:AB

   int aCorner=0,          // 5 C3>;   0  1

                           //          2  3

   color aColor=Red,       // 6 F25B

   int aFontSize=8,        // 7 @07<5@ H@8DB0

   int aWindowNumber=0,    // 8 >:=>

   string aFont="Arial",   // 9 H@8DB

   bool aBack=false        // 10 D>=

   ){     

   

   // fLabel("",10,10,"");

   // fLabel("",10,10,"",0,Red,8,0,"Arial",false);

    

      if(ObjectFind(aObjectName)!=aWindowNumber){

         ObjectCreate(aObjectName,OBJ_LABEL,aWindowNumber,0,0);

      }      

   ObjectSet(aObjectName,OBJPROP_XDISTANCE,aX);

   ObjectSet(aObjectName,OBJPROP_YDISTANCE,aY);   

   ObjectSetText(aObjectName,aText,aFontSize,aFont,aColor);

   ObjectSet(aObjectName,OBJPROP_BACK,aBack);

   ObjectSet(aObjectName,OBJPROP_CORNER,aCorner); 

   

   ObjectSetInteger(0,aObjectName,OBJPROP_SELECTABLE,false);

}