So, you don't think that the AFL equivalent to setting the Correlation Length to 5 over 250 days in FT would be ...
MA(Correlation(Array1,Array2,5),250)? Is my confusion becoming clearer? :) --- Fred <[EMAIL PROTECTED]> wrote: > Tim, > > I can't comment on what FT does internally ... But > assuming that it > is as described i.e. a 50 bar standard deviation > then > > StDev(C, 50) > > As far as your other question goes ... pole control > is separate from > indicator formulae ... > > --- In [email protected], Tim Gadd > <[EMAIL PROTECTED]> wrote: > > > > Hi Fred, > > > > Still confused (not uncommon, I'm afraid). > > > > Which version - StDev(Close,50) or > > MA(StDev(Close,1),50) is used by FastTrack to > > calculate a 50-period standard deviation? > > > > Also, assuming that the algorithm for calculating > > correlation is the same between FastTrack and > > Amibroker (not sure that it is), what would be the > AFL > > equivalent of setting the Correlation Length in > Days > > to 5 with 250 periods displayed between the poles > in > > FastTrack? > > > > Thanks a lot. > > > > --- Fred <[EMAIL PROTECTED]> wrote: > > > > > StDev(Close,50) is the Standard Deviation of > close > > > of 50 bars > > > > > > MA(StDev(Close,1),50)is the 50 bar MA of the > > > standard deviation of > > > the close of 1 bar. > > > > > > --- In [email protected], "timgadd" > > > <timgadd@> wrote: > > > > > > > > I need to get something straight about the way > the > > > some of the > > > > statistical functions are calculated. I hope > the > > > explanation of > > > what I > > > > am trying to understand is not confused by my > lack > > > of > > > understanding. :() > > > > > > > > For example, > > > Correlation(Close,Foreign("NDX","Close"),250) > ... > > > > > > > > Is each value returned from this function the > > > 250-bar average of a > > > > correlation value that is calculated between > each > > > bar of the two > > > input > > > > arrays? Or does each value of the resulting > array > > > represent how > > > two 250- > > > > period regression lines (or some other > smoothing) > > > are correlated? > > > > > > > > Likewise, is StDev(Close,50) a 50-bar average > of > > > the dispersion of > > > each > > > > value in the array? Put differently, what is > the > > > difference > > > between ... > > > > > > > > StDev(Close,50) and MA(StDev(Close,1),50)? > > > > > > > > Thanks > > > > > > > > > > > > > > > > > > > > > > > > > > > > __________________________________________________ > > Do You Yahoo!? > > Tired of spam? Yahoo! Mail has the best spam > protection around > > http://mail.yahoo.com > > > > > > > > __________________________________________________ Do You Yahoo!? Tired of spam? Yahoo! Mail has the best spam protection around http://mail.yahoo.com Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
