RE: [amibroker] Re: to HERMAN: N100 Correlation table

["Rik Rasmussen" <hrasmussen@xxxxxxxxx>]

Thanks folks,
This code is very handy for me.I use methods of Charles 
Richards to time Mutual Funds. The method uses funds that correlate to the 
Russelll 2000.I have set code to use a particular watchlist of funds in 
a 401k account, and sort result on RUT column.Rik Rasmussen<IMG 
alt="" hspace=0 src="png00224.png" align=baseline 
border=0>-----Original Message-----From: Stephane Carrasset [<A 
href="">mailto:nenapacwanfr@xxxxxxxxx]Sent: 
Friday, November 28, 2003 4:29 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: 
[amibroker] Re: to HERMAN: N100 Correlation tableHermann, Dimitri 
and All,That's a wonderfull code to loops tickers against tickers with 
aspecified WL.I have played with all the piece of codes you have given 
andcame with this code for everybody// Exploration WATCHLIST 
relative Correlation tablelist = GetCategorySymbols( 
categoryWatchlist, 1 );//WL 1TickerList="";Count=0;for( i = 0; ( sym 
= StrExtract( list, i ) ) != ""; i++ ){TickerList=TickerList + sym + 
",";Count++;}Filter=1;AddTextColumn(Name(),"Ticker",1.0);AddTextColumn(FullName(),"FullName");SetOption("NoDefaultColumns",1);C1 
= ROC(C,1);for(i=0;i<Count;i++){Ticker = StrExtract( 
TickerList, i );C2 = ROC(Foreign(Ticker,"C"),1);Corr = Correlation(C1, 
C2, 8 );Color = IIf(Corr>0.7,8,4); // Add colors to make a heat 
mapAddColumn(Corr,Ticker,1.3,1,Color);}






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