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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