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This will do the same as what the function crLinearcorrelation
does:
x= BarIndex();
r=Correlation(C,x,20);
Plot(r^2,"",4,8);
and is shorter because it is already in AFL.
nand
--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> Thanks Chuck,
>
> My questions were aimed at developing my own functions and I think
you
> answered my questions. I will do some experimenting. If you decide
to add
> array to the function please share it so I can compare the syntax.
>
> Regards,
>
> Jayson
> -----Original Message-----
> From: Chuck Rademacher [mailto:chuck_rademacher@x...]
> Sent: Wednesday, May 07, 2003 4:42 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Example using functions in MathLib (for
Jayson)
>
>
>
> I'm lost, Jayson, sorry.
>
> Are you interested in writing functions or using the functions I
uploaded?
>
> To use RSquared, you don't even have to look at it. I've
documented the
> fact that you only pass the number of bars and it returns the value
of the
> function.
>
> If you are asking me how to write a function, you can have as
many "things"
> being passed to the function as you want. As long as the AFL
calling the
> function and the function itself agree on how many parameters are
being
> passed and in what order, everything is peachy.
>
> I could have written the function like this:
>
> function crLinearCorrelation (crArray, crLength);
>
> I may, in fact, change it to that form in case someone wants to use
the
> function on something other than the closing price. If I wrote it
that
> way, then the AFL calling it has to pass two, corresponding
parameters to
> it.
>
> Finally, you can return only one value and that is achieved with the
> "return" statement as you have noted below.
>
> I'm happy to help, but I'm not sure whether you are seeking
assistance with
> using my functions or writing your own. If you want help with
writing one,
> just make an attempt at it and send it to me for comment. You'll
get
> comments and assistance from others, too.
> -----Original Message-----
> From: Jayson [mailto:jcasavant@x...]
> Sent: Wednesday, May 07, 2003 4:22 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Example using functions in MathLib (for
Jayson)
>
>
> Thanks Chuck,
>
> Forgive me the rudimentary questions and please correct me if I
am wrong.
> First you declare the function with
> function crLinearCorrelation (crLength)
>
> then you make your calculations with in the { } and you base
the results
> of the function with your IIf statement and the result of the
calculations
> you call with..
>
> return IIf(crLowEQT == 0, 0, crUpEQ / crLowEQT);
>
> Is it always assumed that following the function name
> (crLinearCorrelation ) that the next argument is a period
(crlength)??
>
>
> Regards,
>
> Jayson
> -----Original Message-----
> From: Chuck Rademacher [mailto:chuck_rademacher@x...]
> Sent: Wednesday, May 07, 2003 3:22 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Example using functions in MathLib (for
Jayson)
>
>
> Jayson...
>
> Perhaps you missed another posting on the subject.
>
> Here is an example using R-Squared that you might have in a
trading
> system:
>
> #INCLUDE "........................./crMathLib.afl";
> ..
> Buy = LinRegSlope > 0 and crRSquared(20) > 0.80;
> Sell = LinRegSlope < 0 and crRSquared(20) > 0.80;
>
>
> or, you might just want to graph R-Squared:
>
> graph(0) = crRSquared(20);
>
>
>
> -----Original Message-----
> From: Jayson [mailto:jcasavant@x...]
> Sent: Wednesday, May 07, 2003 9:01 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] New math functions added to AFL library
> (AmiBroker.com)
>
>
> Chuck,
> Thanks for sharing this. Could perhaps post an example afl
showing the
> use of one or both?
>
> Regards,
>
> Jayson
> -----Original Message-----
> From: Chuck Rademacher [mailto:chuck_rademacher@x...]
> Sent: Tuesday, May 06, 2003 3:57 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] New math functions added to AFL library
> (AmiBroker.com)
>
>
> I've just uploaded a (very) small library of math functions to
the AFL
> library at AmiBroker.com. It is a "work in progress" library and
this first
> posting is purely to get things going. More functions will be added
> regularly. Users may cut and paste functions into their own code.
The name
> of the file is crMathLib.afl and the current version only includes:
>
> crLinearCorrelation (bars)
>
> crRSquare (bars)
>
>
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