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<FONT face=Arial color=#0000ff
size=2>Thanks, Stephane. Yes, your code is simpler and I will
replace function to include your code and give credit to you in
comments.
<FONT face=Arial color=#0000ff
size=2>
I did
check and both methods give the same answer and take approximately the same
amount of time, but yours is more concise.
<FONT face=Arial color=#0000ff
size=2>
I
still think that it is better to call a function with a meaningful name (beta)
than to have a bunch of ROC instructions in my main program.
<FONT face=Arial color=#0000ff
size=2>
Of
course, with AB, it is possible for users to use either
method.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Cheers
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Stephane Carrasset
[mailto:nenapacwanfr@xxxxxxxxx]Sent: Wednesday, May 21, 2003 6:35
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Beta function added to AmiBroker
LibraryHello,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@xxxx]> > 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,> MarekSend
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