Corr(Array, Array, Period) as Array

Corr returns an array containing the correlation factor of the selected period between the two arrays.

 

This function has three parameters:
Array   The first array that contains the initial values to compute the correlation
Array   The second array that contains the initial values to compute the correlation
Period   The period used to compute the correlation. Must be an integer.

 

Example:

' This is an indicator showing the correlation between closing price and RSI.
Sub Main()
  SetIndic(Corr(GetClose, RSI(10), 10))
End Sub