Re: [amibroker] correlation error?

["Steve Dugas" <sjdugas@xxxxxxxxx>]

Thank you very much Tomasz - works fine now.  I have 
not paid that much attention to the posts about data holes because I have always 
used TC2K and/or QP2, and assumed that data errors would be minimal - now, I 
can't believe that so many tickers apparently have holes in the data! 

 
For long -time users of TC2K or QP2, are there actually a lot 
more errors than I though there were, or is it more likely that all these 
tickers have legitimate holes in the data?
 
Tomasz, "fixup" does not change the original 
database, just the copy that Foreign creates, right?
 
Thanks very much!
 
Steve
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Tomasz Janeczko 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Saturday, May 17, 2003 2:31 
PM
  Subject: Re: [amibroker] correlation 
  error?
  
  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 
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