【MQL4】複数の通貨ペアの値動きの相関をパネルで一覧表示するインジケーターの作り方について解説してみた(通貨強弱メーターとの違いも整理)

//+------------------------------------------------------------------+
//|                                CurrencyCorrelationPanel.mq4       |
//|                     Copyright 2026, FX-EA System Project Creator |
//|                        https://creator.fx-ea-system-project.com/ |
//+------------------------------------------------------------------+
#property strict
#property indicator_chart_window

input int    InpLookbackBars    = 50;    //相関を計算する期間(本数)
input string InpCompareSymbols  = "GBPUSD,USDJPY,AUDUSD,EURJPY"; //比較対象(カンマ区切り)

string CompareList[];
string PanelPrefix = "CcyCorr_";

int OnInit()
  {
   ushort sep = StringGetCharacter(",", 0);
   int count = StringSplit(InpCompareSymbols, sep, CompareList);

   for(int i = 0; i < count; i++)
      SymbolSelect(CompareList[i], true); //Market Watchに追加(iCloseの0返り対策)

   for(int i = 0; i < count + 1; i++) //+1はヘッダー行
     {
      string name = PanelPrefix + IntegerToString(i);
      ObjectCreate(0, name, OBJ_LABEL, 0, 0, 0);
      ObjectSetInteger(0, name, OBJPROP_CORNER, CORNER_RIGHT_UPPER);
      ObjectSetInteger(0, name, OBJPROP_XDISTANCE, 10);
      ObjectSetInteger(0, name, OBJPROP_YDISTANCE, 20 + i * 18);
      ObjectSetInteger(0, name, OBJPROP_FONTSIZE, 10);
     }

   return(INIT_SUCCEEDED);
  }

void OnDeinit(const int reason)
  {
   int count = ArraySize(CompareList);
   for(int i = 0; i < count + 1; i++)
      ObjectDelete(0, PanelPrefix + IntegerToString(i));
  }

void BuildReturns(string symbol, int bars, double &out[])
  {
   ArrayResize(out, bars);
   for(int i = 0; i < bars; i++)
     {
      double prevClose = iClose(symbol, 0, i + 1);
      double nowClose  = iClose(symbol, 0, i);
      out[i] = (prevClose == 0) ? 0 : (nowClose - prevClose) / prevClose;
     }
  }

double CalcCorrelation(double &x[], double &y[])
  {
   int n = ArraySize(x);
   if(n <= 1 || ArraySize(y) != n)
      return(0);

   double sumX = 0, sumY = 0;
   for(int i = 0; i < n; i++)
     {
      sumX += x[i];
      sumY += y[i];
     }
   double meanX = sumX / n;
   double meanY = sumY / n;

   double sumXY = 0, sumXX = 0, sumYY = 0;
   for(int i = 0; i < n; i++)
     {
      double dx = x[i] - meanX;
      double dy = y[i] - meanY;
      sumXY += dx * dy;
      sumXX += dx * dx;
      sumYY += dy * dy;
     }

   if(sumXX == 0 || sumYY == 0)
      return(0);

   return(sumXY / MathSqrt(sumXX * sumYY));
  }

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[])
  {
   int count = ArraySize(CompareList);

   double baseReturns[];
   BuildReturns(_Symbol, InpLookbackBars, baseReturns);

   string headerName = PanelPrefix + "0";
   ObjectSetString(0, headerName, OBJPROP_TEXT, _Symbol + " との相関係数");
   ObjectSetInteger(0, headerName, OBJPROP_COLOR, clrWhite);

   for(int i = 0; i < count; i++)
     {
      double compReturns[];
      BuildReturns(CompareList[i], InpLookbackBars, compReturns);

      double corr = CalcCorrelation(baseReturns, compReturns);
      string name = PanelPrefix + IntegerToString(i + 1);
      string text = StringFormat("%s  %.2f", CompareList[i], corr);

      color c = clrSilver;
      if(corr >= 0.7)
         c = clrLimeGreen;
      else if(corr <= -0.7)
         c = clrOrangeRed;

      ObjectSetString(0, name, OBJPROP_TEXT, text);
      ObjectSetInteger(0, name, OBJPROP_COLOR, c);
     }

   return(rates_total);
  }