Created
February 3, 2015 19:54
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Autocorrelation - Amibroker
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| _SECTION_BEGIN("Auto correlation"); | |
| Dayreturn=ROC(C,1); | |
| AC = Optimize("AC",10,1,50,1); | |
| AutoCor=Correlation(Dayreturn,Ref(Dayreturn,-1),AC); | |
| Plot(AutoCor,"AutoCorrelation",colorRed); | |
| Plot(0,"",colorGreen,style = styleDots); | |
| _SECTION_END(); |
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