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Check the archives - I explained it way too many times already.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "john_dxd_smith" <john_dxd_smith@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, February 26, 2007 1:53 PM
Subject: [amibroker] Re: What is Correlation
>
> 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
>> >
>> >
>> >
>> >
>> >
>>
>
>
>
>
>
> 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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