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龙听 发表于 2022-11-3 11:10

【Correlation】

[code]
inputs:
        IndepData( Close of data1 ),
        DepData( Close of data2 ),
        Length( 14 ),
        PosCorrAlert( .7 ),
        NegCorrAlert( -.7 ) ;

variables:
        var0( 0 ) ;

var0 = Correlation( IndepData, DepData, Length ) ;

Plot1( var0, "Correl" ) ;
Plot2( PosCorrAlert, "PosCorrAlert" ) ;
Plot3( NegCorrAlert, "NegCorrAlert" ) ;

condition1 = var0 crosses over PosCorrAlert ;
if condition1 then
        Alert( "Positive correlation alert" )
else
begin
condition1 = var0 crosses under NegCorrAlert ;
if condition1 then
        Alert( "Negative correlation alert" ) ;
end;
[/code]

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