Re: [amibroker] correlation error?

["Tomasz Janeczko" <amibroker@xxxxxx>]

Steve,
 
1. You may try Data Purify tool (from Tools menu) to find out 
all data errors.
2. Of course "fixup" is performed in memory only and just 
affects the result of Foreign call.
Database is NOT affected.
 
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Steve Dugas 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Sunday, May 18, 2003 1:14 AM
  Subject: Re: [amibroker] correlation 
  error?
  
  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!
       
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