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

["Gary A. Serkhoshian" <serkhoshian777@xxxxxxxxx>]

Ken,
 
I have no idea other than that is how FastTrack calculates correlation.
 
The ROC calcs are the same (5 period) and the correlation is 1/2 year or 126 market days.
 
Hope this helps,
GaryKen Close <closeks@xxxxxxxx> wrote:





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 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: 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.

 

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
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