Correlation Indicator

[MoreYummy]

is there a similar way to do it in NT 6.5?

[kdoren]

NT 6.5 doesn't allow multi-instrument indicators, so you can't have a correlation indicator in 6.5.

NT 6.5 does allow multiple instruments in strategies, so in principal you could do a correlation calculation inside a strategy in 6.5. But it would be easier to just start using the NT7 beta.

[nightriderx]

Can someone please re-post the correlation indicator?
THX!

[nightriderx]

I was able to get the script, however cant get the "using alglib;" to work now. Downloaded the package but cant seem to get the assembly reference for alglib? is there another way to do this?

[kdoren]

A current version is posted in the indicators section:

http://www.ninjatrader.com/support/f...d=4&linkid=354

[algoapi]

Is there any way to get the correlation of the percentage changes between two instrument over certain number of periods instead of one period as offerred by the .PctChange option within the Correlation indicator?
For example, how do I get the correlation of ROC(EURUSD, 3) and ROC(GBPUSD, 3)? Thanks!

[kdoren]

Attached is an updated version with a parameter for the period used for PctChange.
Let me know if it does what you want, and I'll post it in the indicators section.

[algoapi]

Thanks Kdoren for the quick turnaround. I tested the new indicator briefly and it seems to perform as I expected. Good job, thanks again.