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Hello,
Look at the Correlation() function
CORRELATION (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
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "John Nelson" <trader@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, July 13, 2002 2:52 AM
Subject: [amibroker] Corrolation function?
>
> All,
>
> Is there a Matlab-like corrolation function in AFL (or available to
> AFL)? An auto-corrolator would be cool to combined multiple signals to
> yield an aggregate signal (or so the thinking goes). Anyone looked into
> this sort of thing?
>
> -- John
>
> --
> _____________________________________________________
>
> John T. Nelson
> Trader | Dreams Of Empire
> mail: | trader@xxxx
> web: | http://www.dreamsofempire.com/
> _____________________________________________________
> "Prediction is sexy... but strategy makes money"
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