thanks guys, i dont seem to have any issues now with formula, nor with following the instructions in green in the formula, the only issue is that the matrix table isnt automatically coming up after i select my watchlist and hit scan
not sure what step i am missing ________________________________ From: reefbreak_sd <[email protected]> To: [email protected] Sent: Sat, 9 January, 2010 2:53:34 AM Subject: [amibroker] Re: Non-correlated markets in AB I don't see any errors here. I'm running AB Pro Ver 5.2 on WinXP machine. I'm using my WatchList #10 - a list of about 35 ETFs. The matrix comes out in the AA window - highlighting horizontal or vertical rows cause no problems. ReefBreak --- In amibro...@yahoogrou ps.com, Joseph Occhipinti <joseph_occhipinti@ ....> wrote: > > thanks, but the highlighted row below comes up as error > > // Exploration to create Correlation matrix original by Herman Van Ven Bergen > // In AutoAnalyzer, set Apply to -> Use Filter -> WatchList to same list as > Param -> ListNumber (zero based) > // Then set LookBackPeriods > // Modified by ReefBreak > // April, 2008 > > Listnumber = Param("Listnumber" ,1,1,263, 1); > LookBackPeriods = Param("Lookback Periods",3,1, 252,1); > > Buy=Sell=Short= Cover=0; > Filter = 1; > > list = GetCategorySymbols( categoryWatchlist, Listnumber); > > for( NumTickers=0; NumTickers < 99 AND StrExtract( list, NumTickers ) != ""; > NumTickers++ ); > { > //AddTextColumn( Name(),"Ticker" ,1.0); > for( Col=0; Col<NumTickers; Col++) > { > Ticker1 = Name(); > Ticker2 = StrExtract( list, Col); > Var1 = Foreign(Ticker1, "C"); > Var2 = Foreign(Ticker2, "C"); > Test = Correlation( Var1, Var2, LookBackPeriods ); > Color = IIf(Test>0, colorGreen, IIf(Test<0, colorRed, colorWhite)) ; > Color = IIf(Ticker1= =Ticker2, 1, color); > AddColumn( Test, Ticker2, 1.3, color); > } > } > > --- In amibro...@yahoogrou ps.com, Rajiv Arya <rajivarya87@ ...> wrote: > > > > > > correlation function > > > > To: amibro...@yahoogrou ps..com > > From: joseph_occhipinti@ ... > > Date: Thu, 7 Jan 2010 18:46:49 -0800 > > Subject: [amibroker] Non-correlated markets in AB > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Hi all > > > > Im in the process of looking into a couple of different trading strategies > > in commodities. I am keen to trade a basket of commodties simultaneously > > but i am mindful of not chosing a group that are strongly correlated (say > > 80%+), be it positively or inversely. > > > > My question to AB users is as follows - is there a function in AB that > > allows me to gauge such information? > > > > Or is it merely a case of eyeballing several charts and overlaying them on > > each other? > > ieal scenario would be to trade say 8 - 10 markets, all mostly uncorrelated > > > > could be: > > 5 commodities; > > 3 FX; > > 2 indicies. > > > > Cheers > > Joe > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > See what's on at the movies in your area. Find out now.. > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > ____________ _________ _________ _________ _________ _________ _ > > Hotmail: Trusted email with Microsoft's powerful SPAM protection. > > http://clk.atdmt. com/GBL/go/ 196390706/ direct/01/ > > > > > > > > ____________ _________ _________ _________ _________ _________ _ > See what's on at the movies in your area. Find out now: http://au.movies. > yahoo.com/ session-times/ > __________________________________________________________________________________ See what's on at the movies in your area. Find out now: http://au.movies.yahoo.com/session-times/
