- UID
- 2
- 积分
- 2892977
- 威望
- 1396520 布
- 龙e币
- 1496457 刀
- 在线时间
- 13326 小时
- 注册时间
- 2009-12-3
- 最后登录
- 2024-12-26
|
【CorrelationArray】
- inputs:
- IndepArray[MaxSize1]( numericarray ),
- DepArray[MaxSize2]( numericarray ),
- Size( numericsimple) ;
- variables:
- var0( 0 ) ;
- condition1 = Size > 0 and Size < MaxSize1 and Size < MaxSize2 ;
- if condition1 then
-
- begin
- var0 = 0 ;
- for Value1 = 1 to Size
- begin
- condition1 = ( IndepArray[ Value1 ] >= IndepArray[ Value1 + 1 ]
- and DepArray[ Value1 ] >= DepArray[ Value1 + 1 ] )
- or ( IndepArray[ Value1 ] < IndepArray[ Value1 + 1 ]
- and DepArray[ Value1 ] < DepArray[ Value1 + 1 ] ) ;
- if condition1
- then
- var0 = var0 + 1 ;
- end ;
- CorrelationArray = 2 * var0 / Size - 1 ;
- end
- else
- CorrelationArray = -2 ;
复制代码 |
论坛官方微信、群(期货热点、量化探讨、开户与绑定实盘)
|