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Pearson product-moment correlation coefficient
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=59584
Forum: 38 · Topic 59584 · 1 post(s)
Pearson product-moment correlation coefficient
Alexander.Gettinger · Thu Sep 26, 2013 11:33 am
Original LUA indicator: viewtopic.php?f=17&t=24131.
Formulas: PPMCC = Numerator/Denominator, where Numerator = MVA(AB), Denominator = Sqrt(DenominatorCDenominatorD), DenominatorC = MVA(C), DenominatorD = MVA(D), AB = AB, C = AA, D = BB, A = Price(SymbolX)-MVA(SymbolX, PriceX, Length), B = Price(SymbolY)-MVA(SymbolY, PriceY, Length).
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