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I believe the answer is yes and yes. Ref() is
generating an array of C that are 5 days back from every C.
Correlation(..., ..., 5) calculates the correlation between C and Ref()
over a 5 day period and returns an array of these values. To keep
things straight you have to keep in mind what arrays are and the meaning
and calculation of correlation values (r).
Bill
----- Original Message -----
Sent: Tuesday, March 18, 2008 7:15
PM
Subject: [amibroker]
Correlation
> Hi
I asked this back a few weeks ago... I am not sure I understand so
> if
anyone could elaborate.
>
> In the user guide it states under
Correlation:
> SYNTAX correlation( ARRAY1, ARRAY2, periods )
>
> EXAMPLE // Correlation between Close price AND AND Close price
5 days
> back
> Correlation( Close, Ref( Close, -5 ), 5 );
>
> In the example it states 5 days back, so is the -5 as in
> ( Close, -5 ) the 5 days back.
> Or is the ", 5 );" as in
"periods" in the syntax the 5 which causes
> the 5 days back?
>
> Too many 5's
>
> Thanks for your help and
explanation!
> kj
> mytakeismine
>
>
>
>
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Please note that this group is for discussion between users only.
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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