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What about option 1 expressed something like this?
LastValue( Correlation( A, B, LastValue(Cum(1) ) );
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "progster01" <progster@xxx> wrote:
>
> Hi. Can anyone suggest an AFL construction that would provide a
> calculation of the correlation of 2 arrays across their entire
length?
>
> Considering 2 arrays, A and B, either of these final results would be
> desirable:
>
> 1. a single number, measuring the correlation of A and B over their
> entire length
>
> 2. an array C, same length as A and B, where each element of C
> measures the correlation between A and B over the length "up to that
> point".
>
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