Re: [amibroker] Coefficient Correlation Indicator

[Dominick <Dom2000@xxxxxxxxxxx>]

Look under pattern correlation and R-Squared.
http://www.amibroker.com/library/list.php

dom


sthlm_69 wrote:

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 me 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









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