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Gary,
So ROC gives co-relation with the 'green' line as in FT ? Okay.
Thanks !
Regards,
- Salil V Gangal
--- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"
<serkhoshian777@xxxx> wrote:
> Salil,
>
> Let me give you a head start so you don't grapple with the same
pain I did. To best emulate FT correlation make sure you use ROC
comparisons, not close.
>
> correlation(ROC(somefund,5),ROC(somebenchmarkfund,5),126) or
something like this.
>
> GS
>
> Jayson <jcasavant@xxxx> wrote:
> Salil,
> from help...
>
> CORRELATION
> - correlation
> Statistical functions
> (AFL 1.4)
>
> 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
>
>
>
>
> Regards,
> Jayson
> -----Original Message-----
> From: salil_gangal [mailto:salil_gangal@x...]
> Sent: Saturday, November 15, 2003 11:56 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Two FastTrack related questions -- (Cor and
Refresh)
>
>
> Friends,
>
> 1) Is there anything like FT Cor (Co-relation) in AmiBroker ?
>
> 2) Is there any way to *prevent* refreshing the Names of securities
> when refreshing the database using FastTrack data Plug-In ?
>
> Regards,
> - Salil V Gangal
>
>
>
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