Formulas:
PPMCC = Numerator/Denominator, where
Numerator = MVA(AB),
Denominator = Sqrt(DenominatorC*DenominatorD),
DenominatorC = MVA(C),
DenominatorD = MVA(D),
AB = A*B,
C = A*A,
D = B*B,
A = Price(SymbolX)-MVA(SymbolX, PriceX, Length),
B = Price(SymbolY)-MVA(SymbolY, PriceY, Length).
Download:
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