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Correlation function implements correlation as defined here for example:
http://www.traders.com/Documentation/RESource_docs/Glossary/glossary.html
When two random variables X and Y tend to vary together. The measurement is given by the ratio of the covariance of X and T to the
square root of the product of the variance of X and the variance of Y.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "nenapacwanfr" <nenapacwanfr@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, July 14, 2002 4:04 PM
Subject: [amibroker] Tomasz Correlation
> Hi tomasz,
>
> I have a look at the coreelation fonction, it is a very interesting
> indicator
> an example for users x=Correlation(Signal(),MACD(),5);
> Plot(x,"",6,1);
>
> what math fonction do you use inside variance ?
>
> stephane
>
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>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
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