PureBytes Links
Trading Reference Links
|
In-Reply-To: <p04320401b917e01e01ae@[192.168.1.114]>
Now I find it!!
Sorry, Bob, the search function in my emailer didn't pick this up first
time round (it can be temperamental) - or maybe I didn't type it
correctly...
Anyway, now sorted, thanks to all.
Cheers,
Ian
> At 4:14 PM +0100 5/24/02, Ian Waugh wrote:
>
> >Can one of you clever programming types give me a function I can use
> in
> >2000, please?
>
> I posted the following to the list on 4/24/02.
>
> Bob Fulks
>
> -
>
> I modified the Omega CoeffR code (actually the CoeffR_a code) to
> accept two price series (as your code seems to require) and called
> the revised version "CoeffR.S".
>
> I then wrote an indicator to compare the result with the rpbPearson
> code provide several years ago by Bob Brickey (of TradeLab fame). The
> results were almost identical. The Brickey code is much more
> numerically stable so should be more accurate. (The Omega code
> subtracts nearly equal very large numbers so is much more susceptible
> to errors.)
>
> The indicator and the two functions are attached as an ELA file.
>
> Bob Fulks
>
|