|
PureBytes Links
Trading Reference Links
|
No need for library ...
RTM ...
CORRELATION
- correlation Statistical functions
(AFL 1.4)
SYNTAX correlation( ARRAY1, ARRAY2, periods )
RETURNS ARRAY
FUNCTION Calculates correlation between ARRAY1 and ARRAY2 using
periods range
EXAMPLE correlation( close, ref( close, -5 ), 5 ); - this calculates
correlation between close price and and close price 5 days back
SEE ALSO
--- In amibroker@xxxxxxxxxxxxxxx, "sthlm_69" <sthlm_69@xxxx> wrote:
>
>
>
> (This will be the 3rd time I post this message since it has not yet
> shown up on the Amibroker Yahoo board for some strange reason.)
>
> Hi everyone,
>
> I'm in the process to join the army of people using AmiBroker. My
> current vendor has an indicator study called "Coefficient
> Correlation" - it simply measures the correlation between two
> instruments over a period of time with +1 being 100% positive
> correlation and -1 being 100% inverse correlation.
>
> I love this indicator study since it allows you to visually see and
> display a graph showing divergances between two instruments,
> especially if they have had a good historic correlation.
>
> I looked in the Ami Library...and I don't recall seeing anyone who
> has coded this one ?
>
> Regards,
>
> Sthlm_69
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|