[amibroker] Re: Correlation for Period as Array

 

Note: HL_BarSince_S is Period array and not as a Static Number.

nom_S= MA( BarIndex() * C, HL_BarSince_S ) - MA( BarIndex(), HL_BarSince_S ) * MA( C, HL_BarSince_S );

denom_S = sqrt( MA( BarIndex() ^ 2, HL_BarSince_S ) - MA( BarIndex(), HL_BarSince_S ) ^ 2 ) * sqrt( MA( C ^ 2, HL_BarSince_S ) - MA( C, HL_BarSince_S ) ^ 2 );

Correl_S =  (nom_S / denom_S );

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Posted by: meanomalist@yahoo.com
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