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<FONT face=Arial color=#0000ff
size=2>Dominick,
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Perhaps a better understanding of what Correlation is designed to do will
make it clearer.....
<FONT face=Arial color=#0000ff
size=2>
<A
href="">http://www.equis.com/Education/TAAZ/?page=44
<FONT face=Arial color=#0000ff
size=2>
I do
not know what P is in your example but....
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>correlation(p,c,21)
<FONT face=Arial color=#0000ff
size=2>
would
find how well P and C correlated over the last 21 days. If you choose a bar 5
days back it will show you how well P and C correlated 21 days prior to that....
So you are not finding how well P and C correlated 21 days ago but how well the
two have correlated over the last 21 days.......
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: dom1_1998
[mailto:Dom2000@xxxxxxxxxxx]Sent: Wednesday, March 17, 2004 11:11
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
CorrelationIf I'm correct, my understanding of
correlation is if set at period 21it only compares today with a bar 21 bars
back. I wanted every barchecked from -21 to today so I
entered:Periods1=Ref(C,-1)AND Ref(C,-2) AND Ref(C,-3)AND
Ref(C,-4)ANDRef(C,-5) AND Ref(C,-6);Periods2=Ref(C,-13) AND
Ref(C,-14)AND Ref(C,-15)AND Ref(C,-16)ANDRef(C,-17)AND
Ref(C,-18);R1=Correlation(P,C,Periods1)^2;R2=Correlation(P,C,Periods2)^2;
Naturally it didn't like it. Is there a way I could have every
barcompared for the periods
set?TIA,DominickSend
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