|
PureBytes Links
Trading Reference Links
|
Salil,
Let me give you a head start so you don't grapple with the same pain I did. To best emulate FT correlation make sure you use ROC comparisons, not close.
correlation(ROC(somefund,5),ROC(somebenchmarkfund,5),126) or something like this.
GSJayson <jcasavant@xxxxxxxxxxx> wrote:
Salil,
from help...
CORRELATION- correlation
Statistical functions(AFL 1.4)
SYNTAX
correlation( ARRAY1, ARRAY2, periods )
RETURNS
ARRAY
FUNCTION
Calculates correlation between ARRAY1 and ARRAY2 using periods range
EXAMPLE
correlation( close, ref( close, -5 ), 5 ); - this calculates correlation between close price and and close price 5 days back
Regards,
Jayson
-----Original Message-----From: salil_gangal [mailto:salil_gangal@xxxxxxxxx]Sent: Saturday, November 15, 2003 11:56 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Two FastTrack related questions -- (Cor and Refresh)Friends,1) Is there anything like FT Cor (Co-relation) in AmiBroker ?2) Is there any way to *prevent* refreshing the Names of securities when refreshing the database using FastTrack data Plug-In ?Regards,- Salil V GangalSend 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: http://groups.yahoo.com/group/amibroker/files/groupfaq.html Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend 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.
Do you Yahoo!?
Protect your identity with Yahoo! Mail AddressGuard
Yahoo! Groups Sponsor
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.
|