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[amibroker] Re: to HERMAN: N100 Correlation table



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Yes, my watchlist number is 1, and I have Dow 30 stocks in it
nand



--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset" 
<nenapacwanfr@xxxx> wrote:
> 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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