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