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Thank you, Tomasz.
I should have guessed it.
Another reason for double precision floating point ?
Even lowly MS Excel uses double precision.
It's frustrating to see the difference when checking against another
application.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx>
> 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@>
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@>
> >> 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
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >>
> >
> >
> >
> >
> >
> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
>
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