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Historical Correlation for Amibroker (AFL)

maso01a0 almost 13 years ago Amibroker (AFL)

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    5 / 5 (Votes 1)
  • Tags:
    amibroker

Based in correlation of historical prices

Indicator / Formula

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_SECTION_BEGIN("Historical Correlaion");
symbol = ParamStr("Correlation ticker", GetBaseIndex() );
fc = Foreign( symbol, "C" );
Plot( Correlation(C,fc,20), _SECTION_NAME() + "(" + symbol + ")", ParamColor( "color", colorCycle ), ParamStyle("Style")  );
_SECTION_END();

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