For future reference, the pinescript instruction “correlation” is the same as this prorealtime code:
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ProBuilder" >//correlation(x, y, len) len = 20 x = barindex y = customclose lenMinusOne = len - 1 meanx = 0.0 meany = 0.0 for i=0 to lenMinusOne meanx = meanx + (x[i]) meany = meany + (y[i]) next meanx = meanx / len meany = meany / len sumxy=0.0 sumx=0.0 sumy=0.0 for i=0 to lenMinusOne sumxy = sumxy + ((x[i]) - meanx) * ((y[i]) - meany) sumx = sumx + pow((x[i]) - meanx, 2) sumy = sumy + pow((y[i]) - meany, 2) correlation = sumxy / sqrt(sumy * sumx) next return correlation |