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Hello,
what # with the pure afl code of beta?
Beta=(( Periods * Sum(ROC( C,1) * ROC(P,1),Periods )) - (Sum(ROC
(C,1),Periods) * Sum(ROC( P,1),Periods))) / ((Periods * Sum((ROC(P,1)
^2 ),Periods)) - (Sum(ROC(P,1 ),Periods)^2 ));
> > From: Marek Chlopek [mailto:mchlopek@x...]
> > Subject: RE: [amibroker] Beta function added to AmiBroker Library
>
> > ... using pure AFL functions.
>
> "pure AFL function" term is not accurate - I wanted to say using
combination
> of correlation() and stdev() functions.
>
> Of course, your code is also "pure AFL". Sorry.
>
> Regards,
> Marek
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