|
Category
Multi-Bar Functions
Description
Correlation of two series
Syntax
Correl(expr1, expr2, count)
Parameters
expr1 - data series formula
expr2 - data series formula
count - lookback period
Notes
Correl(C, Extern($SPY,C), 100) would be a simple way to calculate the rolling 100-day correlation of a stock to SPY.
|
