Correlation Index help!

albedo · #1 (**permalink**) 08-17-2006, 04:02 PM

Daos anybody here who can say me why in the hell this indicator won't work?

Thank you

elihayun · #2 (**permalink**) 08-17-2006, 04:17 PM

Quote:

Originally Posted by albedo

Daos anybody here who can say me why in the hell this indicator won't work?

Thank you

U have to problems:
1) the definition of GbpUsd was not an Array.
it was
double EurUsd[],UsdJpy[],AudUsd[],UsdCad[],UsdChf[],GbpUsd;

2) U have zero divizion

Change it to :

PHP Code:


			
double tmp = MathSqrt((sumX2-(MathPow(sumX,2)/R_Period))*(sumY2-(MathPow(sumY,2)/R_Period)));

      if (tmp == 0) tmp = Point;     

      R[acc]=(sumXY-((sumX*sumY)/R_Period))/ tmp;

albedo · #3 (**permalink**) 08-17-2006, 04:43 PM

Quote:

Originally Posted by elihayun

U have to problems:
1) the definition of GbpUsd was not an Array.
it was
double EurUsd[],UsdJpy[],AudUsd[],UsdCad[],UsdChf[],GbpUsd;

2) U have zero divizion

Change it to :

PHP Code:


			
double tmp = MathSqrt((sumX2-(MathPow(sumX,2)/R_Period))*(sumY2-(MathPow(sumY,2)/R_Period)));

      if (tmp == 0) tmp = Point;     

      R[acc]=(sumXY-((sumX*sumY)/R_Period))/ tmp;

Oh, i see... thank you

however, now i can see its value, the problem is that this value should be between 1 and -1 and with this solution it shows values greater than 1

i have to give a deep look to the Pearson formula...

Thank you again..

maybe, you want to check the Pearson formula....

... no, eh?

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