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The code works without errors for me, But i do not
see any correlation table or heat map. I get a
ticker column and a name column. What am I missing
nand
--- In amibroker@xxxxxxxxxxxxxxx, "Rik Rasmussen" <hrasmussen@xxxx>
wrote:
> 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
>
>
>
>
> -----Original Message-----
> From: Stephane Carrasset [mailto:nenapacwanfr@x...]
> Sent: Friday, November 28, 2003 4:29 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: to HERMAN: N100 Correlation table
>
>
> Hermann, Dimitri and All,
>
> That's a wonderfull code to loops tickers against tickers with a
> specified WL.
> I have played with all the piece of codes you have given and
> came with this code for everybody
>
> // Exploration WATCHLIST relative Correlation table
>
>
> list = GetCategorySymbols( categoryWatchlist, 1 );//WL 1
> TickerList="";
> 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 map
> AddColumn(Corr,Ticker,1.3,1,Color);
> }
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