NeuroBook/Scripts/initial_data/initial_data_macd.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+

//|                                            Initial_Data_MACD.mq5 |

//|                                  Copyright 2021, MetaQuotes Ltd. |

//|                                https://www.mql5.com/en/users/dng |

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

//| Script to calculate correlation of MACD indicator with values    |

//| of a number of other indicators                                  |

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

#property copyright "Copyright 2021, MetaQuotes Ltd."

#property link      "https://www.mql5.com/en/users/dng"

#property version   "1.00"

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

//| Connect libraries                                                |

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

#include <Math\Stat\Math.mqh>

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

//| External parameters                                              |

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

input datetime Start = D'2015.01.01 00:00:00';  // Period beginning

input datetime End = D'2020.12.31 23:59:00';    // Period end

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

//| Script program                                                   |

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

void OnStart(void)

  {

//--- Connect indicators

   int h_MACD = iMACD(_Symbol, PERIOD_M5, 12, 48, 12, PRICE_TYPICAL);

   int h_SAR = iSAR(_Symbol, PERIOD_M5, 0.02, 0.2);

   int h_BB = iBands(_Symbol, PERIOD_M5, 48, 0, 3, PRICE_TYPICAL);

   double close[], open[];

   if(CopyClose(_Symbol, PERIOD_M5, Start, End, close) <= 0 ||

      CopyOpen(_Symbol, PERIOD_M5, Start, End, open) <= 0)

      return;

//--- Loading indicator data

   double macd_main[], macd_signal[], bands_medium[];

   double bands_up[], bands_low[], sar[];

   datetime end_zz = End + PeriodSeconds(PERIOD_M5) * (12 * 24 * 5);

   if(CopyBuffer(h_MACD, MAIN_LINE, Start, End, macd_main) <= 0      ||

      CopyBuffer(h_MACD, SIGNAL_LINE, Start, End, macd_signal) <= 0  ||

      CopyBuffer(h_BB, BASE_LINE, Start, End, bands_medium) <= 0     ||

      CopyBuffer(h_BB, UPPER_BAND, Start, End, bands_up) <= 0        ||

      CopyBuffer(h_BB, LOWER_BAND, Start, End, bands_low) <= 0       ||

      CopyBuffer(h_SAR, 0, Start, End, sar) <= 0)

     {

      return;

     }

   int total = ArraySize(close);

   double oc[], macd_delta[];

   if(ArrayResize(oc, total)        <= 0 || ArrayResize(macd_delta, total) <= 0)

     {

      return;

     }

//--- Prepare data

   double extremum = -1;

   for(int i = ArraySize(macd_main) - 1; i >= 0; i--)