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SYNTAX
correlation( ARRAY1, ARRAY2,
periods )
RETURNS
ARRAY
FUNCTION
Calculates correlation between ARRAY1 and ARRAY2 using
periods range
EXAMPLE
correlation( close, ref( close, -5 ), 5 ); - this calculates
correlation between close price and and close price 5 days back
<FONT face=Arial color=#0000ff
size=2>you may substitute the close of a foreign symbol or any 2
arrays...
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Yuki Taga
[mailto:yukitaga@xxxxxxxxxxxxx]Sent: Thursday, December 18, 2003 8:09
AMTo: Ken CloseSubject: Re: [amibroker] Momentum Ranking -
A better way for QRS and other scoringHi
Ken,Thursday, December 18, 2003, 9:55:01 PM, you wrote:KC>
Have you done aKC> correlation study between the two?What is the
simplest correlation code we (AB users) have forcomparing just two tickers
with each other?YukiSend BUG REPORTS to
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