Cosine distance and cosine similarity - MetaTrader 5 library | MT5 EA download - MetaTrader 5 resources
Functions calculate cosine distance and cosine similarity.
The cosine distance between 2 vectors A and B is:
So 1-cosine similarity
The cosine similarity is:
Simply put:
Here's the simplest explanation (although his cos(45) is wrong):
Attachment download
📎 cosinedistanceandsimilarity.mqh (0.84 KB)
📎 cosinedistanceandsimilaritytest.mq5 (0.42 KB)
Source: MQL5 #47793
Cosine distance and cosine similarity - MetaTrader 5 library | MT5 EA download - MetaTrader 5 resource usage and screening suggestions
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