Normalized Cross Correlation

<series> output = <series>.ncc(<series> input)

This function returns the normalized cross correlation between the calling data series and the argument, the input data series. The correlation is determined by the following formula (x represents the calling series and y represents the input data series):

 

 

Example:

var myCorrelation= mySeries.ncc(myTemplate);

This example would generate correlation data between mySeries and myTemplate.