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Re: [amibroker] Correlation



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Rich,
 
>From the help menu.....
 
SYNTAX correlation( ARRAY1, ARRAY2, periods ) 
RETURNSARRAY 
FUNCTION Calculates correlation between ARRAY1 and ARRAY2 using periods
range 
EXAMPLEcorrelation( close, ref( close, -5 ), 5 ); - this calculates
correlation between close price and and close price 5 days back
 
 
 
//Load into Indicator Builder
lookback=10;
P=Foreign("^NDX","C");//select your Index or ticker
Plot(Correlation(C,p,lookback),"Correlation",colorRed,styleLine);

which ever chart is opened will show the correlation between that ticker and
the ticker in the P variable
 

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