Check the archives - I explained it way too many times already. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "john_dxd_smith" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Monday, February 26, 2007 1:53 PM Subject: [amibroker] Re: What is Correlation
> > Thank you, Tomasz. > > I should have guessed it. > > Another reason for double precision floating point ? > > Even lowly MS Excel uses double precision. > > It's frustrating to see the difference when checking against another > application. > > --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: >> >> They do (of course upto standard IEEE floating point rounding error). >> >> Best regards, >> Tomasz Janeczko >> amibroker.com >> ----- Original Message ----- >> From: "john_dxd_smith" <[EMAIL PROTECTED]> >> To: <[email protected]> >> Sent: Monday, February 26, 2007 8:31 AM >> Subject: [amibroker] Re: What is Correlation >> >> >> > >> > They don't return the same number. >> > >> > --- In [email protected], "Tomasz Janeczko" <amibroker@> > wrote: >> >> >> >> Hello, >> >> >> >> Built-in correlation is calculated according to this formula: >> >> >> >> >> >> >> >> >> >> See also http://en.wikipedia.org/wiki/Correlation >> >> >> >> It can be re-coded in AFL as: >> >> >> >> >> >> function Correl( x, y, number ) >> >> { >> >> nom= MA( x * y, number ) - MA( x, number ) * MA( y, number ); >> >> denom = sqrt( MA( x ^ 2, number ) - MA( x, number ) ^ 2 ) * >> >> sqrt( MA( y ^ 2, number ) - MA( y, number ) ^ 2 ); >> >> return nom/denom; >> >> } >> >> >> >> Graph0=Correlation( C, Ref( H, -2 ), 10 ); // built-in >> >> >> >> Graph1=Correl( C, Ref( H, -2 ), 10 ); // re-coded; >> >> >> >> >> >> Best regards, >> >> Tomasz Janeczko >> >> amibroker.com >> >> >> >> ----- Original Message ----- >> >> From: "Graham" <kavemanperth@> >> >> To: "amibroker" <[email protected]> >> >> Sent: Thursday, March 09, 2006 8:29 AM >> >> Subject: [amibroker] What is Correlation >> >> >> >> >> >> > Can anyone tell me what Correlation is actually calculating >> >> > I have read the description in help files but am still confused > what >> >> > it is actually calculated. >> >> > In what way is it actually comparing the 2 arrays. >> >> > >> >> > -- >> >> > Cheers >> >> > Graham >> >> > AB-Write >< Professional AFL Writing Service >> >> > Yes, I write AFL code to your requirements >> >> > http://e-wire.net.au/~eb_kavan/ab_write.htm >> >> > >> >> > >> >> > >> >> > 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 >> >> > >> >> > >> >> > >> >> > >> >> > >> >> > >> >> > >> >> >> > >> > >> > >> > >> > >> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: >> > http://www.amibroker.com/devlog/ >> > >> > For other support material please check also: >> > http://www.amibroker.com/support.html >> > >> > Yahoo! Groups Links >> > >> > >> > >> > >> > >> > > > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > >
