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Re: [amibroker] Corrolation function?



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Tomasz,

This is EXCELLENT. Thanks again for your excellent support.

-- John


On Sat, 13 Jul 2002, Tomasz Janeczko wrote:

> Date: Sat, 13 Jul 2002 11:00:55 +0200
> From: Tomasz Janeczko <amibroker@xxxx>
> Reply-To: amibroker@xxxxxxxxxxxxxxx
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Corrolation function?
> 
> 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