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They do (of course upto standard IEEE floating point rounding error).
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "john_dxd_smith" <john_dxd_smith@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, February 26, 2007 8:31 AM
Subject: [amibroker] Re: What is Correlation
>
> 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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>
> To get support from AmiBroker please send an e-mail directly to
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> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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