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<FONT face=Arial color=#0000ff
size=2>A slight oversight in my previous code, you CAN list tickers by
name (no string array needed) in the left most column with
the slightly different code below. Here is a fragment of the table. Include
file can be found in previous post.
<FONT face=Arial color=#0000ff
size=2>
<IMG alt="" hspace=0
src="jpg00355.jpg" align=baseline border=0>
<FONT face=Arial color=#0000ff
size=2>
//
N100 Correlation table<FONT
color=#000000> Buy<FONT
color=#000000>=Sell<FONT
color=#000000>=Short<FONT
color=#000000>=Cover<FONT
color=#000000>=0<FONT
face=Arial>; StkNum = <FONT
color=#0000ff>Status(<FONT
color=#ff00ff>"StockNum"<FONT
color=#000000>); Filter<FONT
color=#000000> = Status<FONT
color=#000000>("LastBarInTest"<FONT
color=#000000>) AND
StkNum < 50<FONT
face=Arial>; <FONT
color=#0000ff>AddTextColumn(<FONT
color=#0000ff>Name(),<FONT
color=#ff00ff>"Ticker",<FONT
color=#ff00ff>1.0<FONT
color=#000000>); n = StkNum; <FONT
color=#ff0000>#include<FONT
size=2> <NtoN100Ticker.afl> Ticker1 = Ticker;
C1 = Foreign<FONT
color=#000000>(Ticker1,"C"<FONT
face=Arial>);
for<FONT
color=#000000>(m=50<FONT
color=#000000>;m<=99<FONT
face=Arial>;m++) {
n=m; <FONT
color=#ff0000>#include<FONT
size=2> <NtoN100Ticker.afl>
Ticker2 = Ticker; C2 = <FONT
color=#0000ff>Foreign(Ticker2,<FONT
color=#ff00ff>"C"<FONT
color=#000000>); Corr = <FONT
color=#0000ff>Correlation(C1, C2, <FONT
color=#ff00ff>8<FONT
color=#000000> ); Color = <FONT
color=#0000ff>IIf(Corr><FONT
color=#ff00ff>0,<FONT
color=#ff00ff>8,<FONT
color=#ff00ff>4); //
Add colors to make a heat map<FONT
size=2> <FONT
color=#0000ff>AddColumn(Corr,Ticker,<FONT
color=#ff00ff>1.3,<FONT
color=#ff00ff>1<FONT
color=#000000>,Color); <FONT
color=#0000ff>}
<FONT face=Tahoma
size=2>-----Original Message-----From: dirk schreiber
[mailto:tianatrading@xxxxxxxxx]Sent: November 27, 2003 2:03
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] to
TOMASZ: how to loop through a list of tickers ?
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,
<FONT face=Verdana color=#000080
size=2>dirkSend BUG REPORTS to
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