Syntax

Public function CorrelationAnalysis(ByRef Source1 As Field, ByRef Source2 As Field) As Double

Overview

Correlation analysis is used to show the relationship between two different securities or indicators.

Note

The CorrelationAnalysis function returns a double value indicating the relationship between two Field objects.

The Field objects may contain price, indicator or other values.

Class: General

Parameters

Sample

Public Sub main()        'Variables        Dim _symbolInfo As VTLGeneral.CSymbol=ClientCode.GetSymbolByName("GOLD")        Dim DB As New VTLGeneral.Database()        Dim rsOHLCV As New VTLGeneral.RecordSet()        Dim RecordCount As Integer        Dim m_Recordset As VTLGeneral.RecordSet        Dim _historyData As object()        Dim output As String        Dim Record As Integer        Dim m_High As VTLGeneral.Field        Dim m_Low As VTLGeneral.Field        Dim m_Open As VTLGeneral.Field        Dim m_Close As VTLGeneral.Field        Dim j As Integer = 0        Dim i As Integer = 0        Dim _recordCount As Integer =100                m_Recordset = DB.CreateRecord        m_Open = New VTLGeneral.Field        m_High = New VTLGeneral.Field        m_Low = New VTLGeneral.Field        m_Close = New VTLGeneral.Field         m_Recordset = DB.CreateRecord         m_High = New VTLGeneral.Field        m_Close = New VTLGeneral.Field         DB.RecordCount = _recordCount        RecordCount = _recordCount         'Initialize Recordsets        m_High.initialize(_recordCount, "High")        m_Close.initialize(_recordCount, "Close")         'load high, low ,open and data         _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_HIGH, _recordCount)          For i  = 1 To _recordCount-1                m_High.setValue(i,_historyData(i))         Next        _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_CLOSE, _recordCount)         For i  = 1 To _recordCount-1                m_Close.setValue(i,_historyData(i))        Next          m_Recordset.addField(m_High)        m_Recordset.addField(m_Close)        Dim gnl As New VTLGeneral.General( )         GUI.MsgDialog( gnl.CorrelationAnalysis(m_High,m_Close)) End Sub  

See Also

• Median Price
• Price Rate of Change
• Standard Deviations

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