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They don't return the same number.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxx> wrote:
>
> Hello,
>
> Built-in correlation is calculated according to this formula:
>
>
>
>
> See also http://en.wikipedia.org/wiki/Correlation
>
> It can be re-coded in AFL as:
>
>
> function Correl( x, y, number )
> {
> nom= MA( x * y, number ) - MA( x, number ) * MA( y, number );
> denom = sqrt( MA( x ^ 2, number ) - MA( x, number ) ^ 2 ) *
> sqrt( MA( y ^ 2, number ) - MA( y, number ) ^ 2 );
> return nom/denom;
> }
>
> Graph0=Correlation( C, Ref( H, -2 ), 10 ); // built-in
>
> Graph1=Correl( C, Ref( H, -2 ), 10 ); // re-coded;
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> ----- Original Message -----
> From: "Graham" <kavemanperth@xxx>
> To: "amibroker" <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, March 09, 2006 8:29 AM
> Subject: [amibroker] What is Correlation
>
>
> > Can anyone tell me what Correlation is actually calculating
> > I have read the description in help files but am still confused what
> > it is actually calculated.
> > In what way is it actually comparing the 2 arrays.
> >
> > --
> > Cheers
> > Graham
> > AB-Write >< Professional AFL Writing Service
> > Yes, I write AFL code to your requirements
> > http://e-wire.net.au/~eb_kavan/ab_write.htm
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
>
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