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RE: [amibroker] Two FastTrack related questions -- (Cor and Refresh)



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Gary:  And why is that please? 
Second question, why the differences in the ROC periods?  Does it matter
if they are the same?

 

Thanks for a little more explanation on
this point.  New to me.

 

Ken

 

-----Original Message-----
From: Gary A. Serkhoshian
[mailto:serkhoshian777@xxxxxxxxx] 
Sent: Saturday, November 15, 2003
6:09 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Two
FastTrack related questions -- (Cor and Refresh)

 



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.





 





GS

Jayson
<jcasavant@xxxxxxxxxxx> wrote:







Salil,





from help...





 





<table class=MsoNormalTable border=0 cellpadding=0 width="100%"
 >
 
  
  CORRELATION
  - correlation
  
  
  <span
  >Statistical functions
  (AFL 1.4)
  
 


 

<table class=MsoNormalTable border=0 cellspacing=4 cellpadding=0 width="100%"
 >
 
  
  <span
  >SYNTAX 
  
  
  <span
  >correlation( ARRAY1, ARRAY2, <span
  >periods ) 
  
 
 
  
  <span
  >RETURNS
  
  
  <span
  >ARRAY 
  
 
 
  
  <span
  >FUNCTION 
  
  
  <span
  >Calculates correlation between ARRAY1 and ARRAY2
  using periods range 
  
 
 
  
  <span
  >EXAMPLE
  
  
  
  <span
  >correlation( close, ref( close, -5 ), 5 ); - this
  calculates correlation between close price and and close price 5 days back 
  
  
  <span
  > 
  
  
  <span
  > 
  
  
 






 





Regards, 





Jayson 



<span
>-----Original Message-----
From: salil_gangal
[mailto:salil_gangal@xxxxxxxxx]
Sent: Saturday, November 15, 2003
11:56 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Two FastTrack
related questions -- (Cor and Refresh)

Friends,<span
>

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 Gangal



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