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> -----Original Message-----
> From: Gary Serkhoshian [mailto:serkhoshian777@x...]
> Sent: Friday, 29 August 2003 7:37 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Need code help
>
> How can I get the following code to work. The correlation function
> at the bottom of the code is giving a syntax error when I use a
> variable in the length.
> VLB = IIf(VLBRAWFACTOR == 1, 126, IIf(VLBRAWFACTOR == 2, 252, IIf
> (VLBRAWFACTOR == 3, 378, IIf(VLBRAWFACTOR == 4, 504, IIf
(VLBRAWFACTOR == 5,
> 630, 756)))));
>
> //CORR CHECKS
> CORR = Correlation(ROC(FUND,1),ROC(INDEX,1),VLB);
>
Since Correlation does not accept variable periods, you may overcome
this by
CORR=IIF(VLBRAWFACTOR == 1,Correlation(ROC(FUND,1),ROC(INDEX,1),126),
IIF(VLBRAWFACTOR == 2,Correlation(ROC(FUND,1),ROC(INDEX,1),252),
etc
Dimitris Tsokakis
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