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[amibroker] Re: to HERMAN: N100 Correlation table



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be carefull to write the right watchlistnumber

stephane


> 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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