Dear AFL Experts,
The Calculation of Correlation() has below logic:
function Correlation( x, y, period )
{
nom= MA( x * y, period ) - MA( x, period ) * MA( y, period );
denom = sqrt( MA( x ^ 2, period ) - MA( x, period ) ^ 2 ) *
sqrt( MA( y ^ 2, period ) - MA( y, period ) ^ 2 );
return nom/denom;
}
Note: X and Y are array1 and array2. period is not an array but a static number.
The issue I am facing is, I need to pass the parameter "Period" Dynamically and not Static Period. I have an array called "period".
But above function only accepts a period as a static value and not array.
Any one can help me with hacking this? It's lot more challanging for my AFL skills yet.
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Posted by: meanomalist@yahoo.com
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