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Hi Al,
It is in the "Steve Dugas" directory on the AmiBroker Yahoo
group. Hopefully this link will work.
<A
href="">http://groups.yahoo.com/group/amibroker/files/Steve
Dugas/Relative Performance.zip
Steve
----- Original Message -----
<BLOCKQUOTE
>
<DIV
>From:
Al
Venosa
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, June 02, 2003 10:12
PM
Subject: Re: [amibroker] relative
performance
Steve, could you post the link to your relative performance zip?
I can't find it anywhere. Thanks.
Al V.
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Steve Dugas
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker
Sent: Monday, June 02, 2003 8:46
PM
Subject: [amibroker] relative
performance
Hi All,
I uploaded my latest project. (please see attached
picture). It is several files which can be displayed on the same
sheet, On the left side is price and volume for, top to
bottom, stock, industry, sector, market, total market (Wilshire
5000). Industry, sector and market automatically change to correct one as
you look through your stocks. You select the smoothing periods. On the right
side, is relative price and volume performance (in pct. You select the
start date). These also update automatically. In the interpretation window
is correlation, r^2, beta and alpha for all combinations. This will be
displayed for price or volume whenever the focus is on either of the
relative comparison charts. The zip includes an include file to make it
easy to change the start date and smoothing for all charts. As is, it uses
TC2K symbols, but should be easy enough to replace with your own symbols. If
you like it, it is in the new Yahoo directory I just created to hold my
stuff.
Thanks to Thomas and Anthony for earlier codes that gave
me the idea.
Best Wishes,
SteveSend BUG REPORTS to
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