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oops:( correction: run the period
--- In amibroker@xxxxxxxxxxxxxxx, "mytakeismine" <mytakeismine@xxx>
wrote:
>
> Hi Bill, yes and yes?
> After rereading a few times I think the -5 is in the
> Ref(Close, -5) and I think I know what yor saying that the "other"
5
> is how long to run the array. Having two 5's in one example is a
> little confusing.
>
> When I ran an AA and obtained a correlation factor of .97 between 2
> stocks (ref(close,-1) vrs close) over 30 days vrs manually
> calculating the same 2 stocks over the same period 1 day apart, I'm
> not even close... one stock up, the other should be up the next
day,
> when one is down the other should be down?
>
> What variable am I missing to not have a better 1 to 1 outcome?
> Any help Any One?
>
> Thanks
>
> kj
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <timesarrow@>
> wrote:
> >
> > 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 -----
> > From: "mytakeismine" <mytakeismine@>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > 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
> > >
> > >
> > >
> > > ------------------------------------
> > >
> > > Please note that this group is for discussion between users
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> > >
> > > 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
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> > >
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> > >
> > >
> > >
> > >
> > > --
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Date:
> 3/18/2008 8:10 AM
> > >
> > >
> >
>
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