Re: [amibroker] correlation error?

["Tomasz Janeczko" <amibroker@xxxxxx>]

Hello,
 
1.#J is returned because you are using Foreign WITHOUT 
Fixup.
In that case some bars may contain -1e10 value that will 
result in such strange output.
 
Change your code so 3rd argument of foreign call is 
TRUE.
 
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Steve Dugas 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Saturday, May 17, 2003 7:53 
PM
  Subject: [amibroker] correlation 
  error?
  
  Hi Tomasz and Everyone,
   
  I wrote a little AFL to show correlation between a stock and 
  its industry group, but the correlation function seems to be returning strange 
  results in some cases.
   
  The 1st picture shows the code and the top of the results 
  list, sorted by correlation. My questions are:
   
  1) Why does correlation return result > 1? (please see 
  1st row)
  2) Why do some stocks return strange symbol? 
  (1.#J)
   
  2nd picture (middle of the list)  shows that some 
  stocks seem to work ok, and also *maybe* implies that symbols with 
  1.#J also have correlation > 1?
   
  3rd picture (bottom of the list) *maybe* implies that 
  some stocks have correlation < -1?
   
  Thanks very much for any help!
   
  SteveSend 
  BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
  suggest@xxxxxxxxxxxxx-----------------------------------------Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  Your use of Yahoo! Groups is subject to the <A 
  href="">Yahoo! Terms of Service. 







Yahoo! Groups Sponsor


 2003 Mini Cooper 2003 Nissan 350Z 2003 BMW M3 2003 Honda Accord 2003 Toyota Camry more...  









Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html



Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.