[amibroker] to TOMASZ: how to loop through a list of tickers ?

[dirk schreiber <tianatrading@xxxxxxxxx>]

i'm a bit surprised to see that 
noone is answering my call.
so may i ask you directly, tomasz, 
if what i asked is possible and if you could indicate me the right way to code 
this ??
 
thank you,
 
dirk
 
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  dirk 
  schreiber 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, November 24, 2003 12:14 
  PM
  Subject: Re: [amibroker] how to loop 
  through a list of tickers ?
  
  noone ???
  i'll try again: as an example, is 
  it possible to calculate all correlations of the stocks constituting the 
  nasdaq100 in one scan?
  my code below will explore 
  the correlations of IBM with the other 99 constituents of my 
  nasdaq100 watchlist. is there a way in afl to tell amibroker to first 
  calculate these correlations for one stock, then go to the next and do the 
  same there and so forth, so that i could find out the 10 highest correlations 
  within the nasdaq100 for example ??
  i have tried many ideas but i am 
  stuck (haven't mastered the new loop formulas very well yet) 
  ...
   
  any help would be greatly 
  appreciated, maybe this procedure would interest other amibroker users as 
  well.
   
  thanks in advance,
   
  dirk
   
  
  pair="IBM";
  x=Foreign<FONT 
  size=1>(pair,"C");
  y=C;
  xpc=ROC<FONT 
  size=1>(x,1);
  ypc=ROC<FONT 
  size=1>(y,1);
  Graph0=Correlation<FONT 
  size=1>(xpc,ypc,20<FONT 
  size=1>);
  Graph1=Correlation<FONT 
  size=1>(xpc,ypc,200<FONT 
  size=1>);
  Filter=Graph0<FONT 
  size=1>>0.7 
  AND Graph1<FONT 
  size=1>>0.5<FONT face=Verdana 
  size=1>;
  AddColumn(Graph<FONT 
  face=Verdana size=1>0,<FONT 
  color=#ff00ff size=1>"Cor20",<FONT 
  color=#ff00ff size=1>1.2<FONT 
  color=#000000>);
  AddColumn(Graph<FONT 
  face=Verdana size=1>1,<FONT 
  color=#ff00ff size=1>"Cor200",<FONT 
  color=#ff00ff size=1>1.2<FONT 
  color=#000000>);
  AddColumn(Graph<FONT 
  face=Verdana size=1>0+Graph<FONT 
  face=Verdana size=1>1,<FONT 
  color=#ff00ff size=1>"total",<FONT 
  color=#ff00ff size=1>1.2<FONT 
  color=#000000>);
  Buy=0<FONT 
  size=1>;<FONT face=Verdana color=#000080 
size=2>
   
   
  <BLOCKQUOTE 
  >
    ----- Original Message ----- 
    <DIV 
    >From: 
    dirk 
    schreiber 
    To: <A title=amibroker@xxxxxxxxxxxxxxx 
    href="">amibroker@xxxxxxxxxxxxxxx 
    Sent: Thursday, November 20, 2003 6:56 
    PM
    Subject: [amibroker] how to loop 
    through a list of tickers ?
    
    
    hello,
     
    this is my first 
    post.
    i have been working my way into 
    the ideas behind pair trading, reading the interesting posts by yuki a few 
    months ago and writing some code.
    here is where i'm stuck: when i 
    calculate correlation, price ratio and other things like beta ratio it is my 
    understanding that when scanning my database i can only compare one stock at 
    a time with the rest of my universe. -- is it possible to calculate all 
    correlations between all stocks in one scan?? i know that with big 
    groups this would mean millions of calculations, but for a group like 
    the n100 this should be possible? 
    can this be done by some sort 
    of loop?
    i searched the mailing list 
    archive and found only one hint by DT, talking about maybe using something 
    like   Status("STOCKNUM") == 0   , but i could not work 
    that out ...
     
    any help is 
    appreciated,
    thanks in advance,
     
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