Pearson correlation coefficient - Please add this Fitness function for more linear curves
"Pearson correlation coefficient indicates how far
away all these data points are to the best fit line. It's range of
values is from +1 to -1. A value of 0 indicates that there is no
association between the two variables and achieving a value of +1 means
that all your data points are included on the line of best fit. We would
like our Pearson coefficient Value to be as close to Straight line (1)."
"This is the Pearson's correlation to a straight
line. The x axis is normally the trade number, but can also be date. The
perfect correlation score would be 1."
Idea comes from an other Builder Software:
WIKI: