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[amibroker] Re: What is Correlation



PureBytes Links

Trading Reference Links

http://finance.groups.yahoo.com/group/amibroker/message/106127

Yes, but 64-bit AmiBroker can utilize much more RAMs.
I imagine many people already have more RAMs than 32-bit applications
can handle at a time.
If you are on 64-bit OS, you buy as many RAMs as you need.
Only the depth of your pocket is the limit, isn't it ?

regards,
js

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx>
> 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@> 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@>
> >> 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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