Correlation indicator mismatches

[cliffhu]

As the screenshot shows, correlation between two instruments never matches if you switch the primary and secondary series.
From its script and formula, switching them should make no difference. I suspect something else wrong in NT?

[NinjaTrader_Jason]

Hello cliffhu,

Can you please use a higher Count value for both Correlation indicators. If you set it to 100 instead of 10, do you see similar values?

[cliffhu]

Hi Jason,

Thanks for the response. But mathematically it makes no difference.
Actually I found correlation with itself gives even worse result. There seems something wrong in the function of Input.

[NinjaTrader_Jason]

The higher the Count value, the more values will match. When I test a Count of 10, the Correlation indicators don't show the same values. When I test a Count of 100, they show the same values.

If you want the Correlation indicators to match, please use a high Count value.

[cliffhu]

Unfortunately that's not a working solution, rather than find out what caused the mismatch.

[NinjaTrader_Jason]

The low Count value causes values to not match.

[cliffhu]

It's rather the higher count is hiding the issue. This is not a solution you want to put real money in.