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



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I 
changed it so that the test and coloring is linked to a value of 
.99.
<SPAN 
class=199101919-28112003> 
This 
way, only highly RUT correlated funds are shown green, others are 
red.
<SPAN 
class=199101919-28112003> 
<SPAN 
class=199101919-28112003>Rik Rasmussen
<FONT 
color=#008000 size=1>
// Exploration to create Correlation matrix
Buy=Sell=Short=Cover=<FONT color=#ff00ff 
size=1>0; 
Filter = Status<FONT 
size=1>("LastBarInTest"); 

list = GetCategorySymbols<FONT 
size=1>( categoryWatchlist, <FONT color=#ff00ff 
size=1>7 ); 
for( NumTickers=<FONT 
color=#ff00ff size=1>0; (<FONT 
color=#0000ff size=1>StrExtract( list, 
NumTickers )) != ""<FONT 
color=#000000>; NumTickers++ ); 
AddTextColumn(<FONT color=#0000ff 
size=1>Name(),<FONT color=#ff00ff 
size=1>"Ticker",<FONT color=#ff00ff 
size=1>1.0); <FONT 
color=#800000 size=1>
for( Col=<FONT color=#ff00ff 
size=1>0; Col<NumTickers; Col++) 

{ 
Ticker1 = Name(); 
Ticker2 = StrExtract( 
list, Col); 
Var1 = Foreign<FONT 
size=1>(Ticker1,"C"); 
Var2 = Foreign<FONT 
size=1>(Ticker2,"C"); 
Test = Correlation( 
Var1, Var2, 8 ); 
Color = IIf<FONT 
size=1>(Test>=.9, colorBrightGreen, <FONT color=#0000ff 
size=1>IIf(Test<.9, colorRed, colorWhite)); 

Color = IIf<FONT 
size=1>(Ticker1==Ticker2, 1<FONT 
size=1>, Color); 
AddColumn( Test, 
Ticker2, 1.3, <FONT 
color=#ff00ff size=1>1, Color); 
} 
<FONT 
size=1> 
<SPAN 
class=199101919-28112003> 

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Chuck Rademacher 
  [mailto:chuck_rademacher@xxxxxxxxxx]Sent: Friday, November 28, 2003 
  1:36 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: 
  [amibroker] Re: to HERMAN: N100 Correlation table
  <FONT face=Arial color=#0000ff 
  size=2>After much frustration trying to get the code to work without crashing, 
  I made an "enhancement" to Herman's code to prevent crashes if a 
  watchlist contains more than 99 tickers.   I do not take credit for 
  any of this work... only a trivial change:
  <FONT face=Arial color=#0000ff 
  size=2> 
  <FONT face=Arial color=#0000ff 
  size=2> 
  
  <SPAN 
  class=580084208-28112003>// 
  Exploration to create Correlation 
  matrix
  <SPAN 
  class=580084208-28112003>// Be sure to set "Apply to" 
  to desired wishlist name
  <SPAN 
  class=580084208-28112003>// Also, change 
  the watchlist number ("2" in example below) to the correct number (zero 
  based).
  
  
    <FONT 
    color=#0000ff><FONT 
    color=#ff0000>Buy=<FONT 
    color=#ff0000>Sell=<FONT 
    color=#ff0000>Short=<FONT 
    color=#ff0000>Cover=<FONT 
    color=#ff00ff>0<FONT 
    color=#000000>; <FONT 
    color=#ff0000>Filter = 
    Status(<FONT 
    color=#ff00ff>"LastBarInTest"<FONT 
    size=2>); list = <FONT 
    color=#0000ff>GetCategorySymbols( <FONT 
    color=#ff0000>categoryWatchlist, 
    2<FONT 
    size=2> ); <FONT 
    color=#ff0000>for( 
    NumTickers=0<FONT 
    color=#000000>; NumTickers < 99 
    and StrExtract( 
    list, NumTickers ) != <FONT 
    color=#ff00ff>""<FONT 
    color=#000000>; NumTickers++ ); <FONT 
    color=#0000ff>AddTextColumn(<FONT 
    color=#0000ff>Name(),<FONT 
    color=#ff00ff>"Ticker",<FONT 
    color=#ff00ff>1.0<FONT 
    color=#000000>); <FONT 
    color=#ff0000>for( 
    Col=0<FONT 
    size=2>; Col<NumTickers; Col++) 
       {    Ticker1 = <FONT 
    color=#0000ff>Name<FONT 
    color=#000000>();    Ticker2 = <FONT 
    color=#0000ff>StrExtract<FONT 
    size=2>( list, Col);    Var1 = 
    Foreign<FONT 
    color=#000000>(Ticker1,<FONT 
    color=#ff00ff>"C"<FONT 
    color=#000000>);    Var2 = <FONT 
    color=#0000ff>Foreign(Ticker2,<FONT 
    color=#ff00ff>"C"<FONT 
    color=#000000>);    Test = <FONT 
    color=#0000ff>Correlation( Var1, Var2, 
    8<FONT 
    size=2> );    Color = <FONT 
    color=#0000ff>IIf(Test><FONT 
    color=#ff00ff>0, <FONT 
    color=#ff0000>colorBrightGreen, 
    IIf<FONT 
    color=#000000>(Test<0<FONT 
    color=#000000>, <FONT 
    color=#ff0000>colorRed, 
    <FONT 
    color=#ff0000>colorWhite<FONT 
    face=Arial>));    Color 
    = IIf<FONT 
    color=#000000>(Ticker1==Ticker2, <FONT 
    color=#ff00ff>1<FONT 
    color=#000000>, Color);    <FONT 
    color=#0000ff>AddColumn( Test, Ticker2, 
    1.3, <FONT 
    color=#ff00ff>1, 
    Color);    } 

  <FONT 
  face=Arial size=2>Thanks, Herman and others, for a handy graphical 
  tool.
  <FONT face=Arial color=#0000ff 
  size=2> 
  <FONT face=Arial color=#0000ff 
  size=2> 
  <BLOCKQUOTE 
  >
    <FONT face="Times New Roman" 
    size=2>-----Original Message-----From: Chuck Rademacher 
    [mailto:chuck_rademacher@xxxxxxxxxx]Sent: Friday, November 28, 
    2003 4:52 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: 
    [amibroker] Re: to HERMAN: N100 Correlation table
    I 
    was extremely intrigued by your matrix, so I tried to run it against my N100 
    watchlist containing 100 tickers (of course).
    <FONT face=Arial color=#0000ff 
    size=2> 
    It 
    crashes with an access violation.   It will run a handful of 
    tickers with no problems, but sure doesn't like 100.
    <FONT face=Arial color=#0000ff 
    size=2> 
    Has 
    anyone else tried it with 100 tickers or more?
    <BLOCKQUOTE 
    >
      <FONT face="Times New Roman" 
      size=2>-----Original Message-----From: Herman vandenBergen 
      [mailto:psytek@xxxxxxxx]Sent: Friday, November 28, 2003 4:24 
      AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: 
      [amibroker] Re: to HERMAN: N100 Correlation table
      <FONT face=Arial color=#0000ff 
      size=2>Very nice DT, thanks! I'll be using that frequently. Below 
      is what the Correlation matrix, with help from the list, developed 
      into. 
      
        <FONT 
        face=Arial>// Exploration to create Correlation 
        matrix
        <FONT 
        color=#0000ff><FONT 
        color=#ff0000>Buy<FONT 
        color=#000000>=<FONT 
        color=#ff0000>Sell<FONT 
        color=#000000>=<FONT 
        color=#ff0000>Short<FONT 
        color=#000000>=<FONT 
        color=#ff0000>Cover<FONT 
        color=#000000>=0<FONT 
        size=2>; <FONT 
        color=#ff0000>Filter = 
        Status<FONT 
        color=#000000>(<FONT 
        color=#ff00ff>"LastBarInTest"<FONT 
        face=Arial>); list = <FONT 
        color=#0000ff>GetCategorySymbols( 
        <FONT 
        color=#ff0000>categoryWatchlist<FONT 
        color=#000000>, 2<FONT 
        size=2> ); <FONT 
        color=#ff0000>for( 
        NumTickers=0; 
        (StrExtract( list, 
        NumTickers )) != ""<FONT 
        size=2>; NumTickers++ ); 
        AddTextColumn<FONT 
        color=#000000>(Name<FONT 
        color=#000000>(),"Ticker"<FONT 
        color=#000000>,1.0<FONT 
        size=2>); <FONT 
        color=#ff0000>for( 
        Col=0<FONT 
        face=Arial>; Col<NumTickers; Col++) 
           {    Ticker1 = <FONT 
        color=#0000ff>Name<FONT 
        face=Arial>();    Ticker2 = 
        StrExtract<FONT 
        size=2>( list, Col); 
           Var1 = <FONT 
        color=#0000ff>Foreign(Ticker1,<FONT 
        color=#ff00ff>"C"<FONT 
        face=Arial>);    Var2 = 
        Foreign<FONT 
        color=#000000>(Ticker2,<FONT 
        color=#ff00ff>"C"<FONT 
        face=Arial>);    Test = 
        Correlation( Var1, 
        Var2, 8<FONT 
        size=2> ); 
           Color = IIf<FONT 
        color=#000000>(Test>0<FONT 
        color=#000000>, <FONT 
        color=#ff0000>colorBrightGreen<FONT 
        color=#000000>, IIf<FONT 
        color=#000000>(Test<0<FONT 
        color=#000000>, <FONT 
        color=#ff0000>colorRed, 
        <FONT 
        color=#ff0000>colorWhite<FONT 
        size=2>)); 
           Color = IIf<FONT 
        color=#000000>(Ticker1==Ticker2, <FONT 
        color=#ff00ff>1<FONT 
        color=#000000>, Color);    <FONT 
        color=#0000ff>AddColumn( Test, Ticker2, 
        1.3, <FONT 
        color=#ff00ff>1<FONT face=Arial color=#000000 
        size=2>, Color);    } 
        
      <FONT face=Arial 
      size=2> 
      <IMG alt="" hspace=0 
      src="jpg00369.jpg" align=baseline border=0>
      <FONT face=Arial color=#0000ff 
      size=2> 
      
        <FONT face=Tahoma 
        size=2>-----Original Message-----From: DIMITRIS TSOKAKIS 
        [mailto:TSOKAKIS@xxxxxxxxx]Sent: November 28, 2003 1:46 
        PMTo: amibroker@xxxxxxxxxxxxxxxSubject: 
        [amibroker] Re: to HERMAN: N100 Correlation 
        tableHerman,There is no need to write the 
        100 tickers. If they belong to WL10, thenlist = 
        GetCategorySymbols( categoryWatchlist, 10 );tickerlist="";for( i 
        = 0; ( sym = StrExtract( list, i ) ) != ""; i++ 
        ){tickerlist=tickerlist+sym+",";}Title=tickerlist;The 
        advantage is that you don't have to correct the code after any N100 
        change, it is done automatically as soon as you correct WL10.Note 
        also that StrExtract()  needs a "comma-separated list of items", 
        that's why the above +",". The result will have a "," at the 
        end, but this is not a problem.Dimitris Tsokakis--- In 
        amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx> 
        wrote:> I've lost track of the original context, but could 
        you do this even more> easily by iterating through the 
        tickers in a known watchlist?> > Dave> 
        >   this is actually the "data" type statement I have 
        been looking for....> wanted to store individual thresholds 
        in some easy way - this is easier than> a file system 
        :-)> >   herman>     
        -----Original Message----->     From: Tomasz 
        Janeczko [mailto:amibroker@xxxx]>     Sent: 
        November 28, 2003 7:37 AM>     To: 
        amibroker@xxxxxxxxxxxxxxx>     Subject: Re: 
        [amibroker] Re: to HERMAN: N100 Correlation table> > 
        >     Hello,> 
        >     It would be shorter to write this that 
        way:> >     TickerList => 
        "AAPL,ADBE,ADCT,ALTR,AMAT,AMG,AMZ,APCC,APOL,BBBY,BEAS,BIIB,BMET,BRCD,BRCM,CD> 
        WC,CEPH,"+> > 
        "CHIR,CHKP,CHRW,CIE,CMCSA,CMVT,COST,CPWR,CSCO,CTAS,CTXS,DELL,DISH,DLTR,EBAY,> 
        ERICY,ERTS,"+> > 
        "ESRX,EXPD,FAST,FHCC,FISV,FLEX,GEZ,GILD,GTX,HGSI,HSIC,IACI,ICOS,ITC,ITU,IVG,> 
        JDSU,JPR,KLAC,"+> > 
        "LAMR,LLTC,LCR,MCHP,MEDI,MERQ,MLM,MST,MOLX,MSFT,MXIM,TAP,VDA,VLS,XTL,ORCL,PA> 
        YX,PCAR,PDCO,"+> > 
        "PETM,PIXR,PSFT,PTE,QCOM,QLGC,RFMD,ROST,RYAAY,SAM,SBUX,SEBL,SIAL,SDK,SPS,SPL> 
        S,SPOT,SSCC,"+>     
        "SUW,SYMC,TEVA,TLAB,VRS,VRTS,WFMI,XLX,XRAY,YHOO";> 
        >     Ticker = StrExtract( TickerList, n 
        );> >     Hope this helps.> 
        >     Best 
        regards,>     Tomasz 
        Janeczko>     
        amibroker.com>       ----- Original 
        Message ----->       From: dirk 
        schreiber>       To: 
        amibroker@xxxxxxxxxxxxxxx>       
        Sent: Thursday, November 27, 2003 9:58 
        PM>       Subject: Re: [amibroker] 
        Re: to HERMAN: N100 Correlation table> > 
        >       hi nand,> 
        >       the #include file was 
        posted by herman before, it goes like this:> 
        >       // Include 
        file>       Ticker 
        =>       WriteIf(n==0 , 
        "AAPL",>       WriteIf(n==1 , 
        "ADBE",>       WriteIf(n==2 , 
        "ADCT",>       WriteIf(n==3 , 
        "ALTR",>       WriteIf(n==4 , 
        "AMAT",>       WriteIf(n==5 , 
        "AMGN",>       WriteIf(n==6 , 
        "AMZN",>       WriteIf(n==7 , 
        "APCC",>       WriteIf(n==8 , 
        "APOL",>       WriteIf(n==9 , 
        "BBBY",>       WriteIf(n==10 , 
        "BEAS",>       WriteIf(n==11 , 
        "BIIB",>       WriteIf(n==12 , 
        "BMET",>       WriteIf(n==13 , 
        "BRCD",>       WriteIf(n==14 , 
        "BRCM",>       WriteIf(n==15 , 
        "CDWC",>       WriteIf(n==16 , 
        "CEPH",>       WriteIf(n==17 , 
        "CHIR",>       WriteIf(n==18 , 
        "CHKP",>       WriteIf(n==19 , 
        "CHRW",>       WriteIf(n==20 , 
        "CIEN",>       WriteIf(n==21 , 
        "CMCSA",>       WriteIf(n==22 , 
        "CMVT",>       WriteIf(n==23 , 
        "COST",>       WriteIf(n==24 , 
        "CPWR",>       WriteIf(n==25 , 
        "CSCO",>       WriteIf(n==26 , 
        "CTAS",>       WriteIf(n==27 , 
        "CTXS",>       WriteIf(n==28 , 
        "DELL",>       WriteIf(n==29 , 
        "DISH",>       WriteIf(n==30 , 
        "DLTR",>       WriteIf(n==31 , 
        "EBAY",>       WriteIf(n==32 , 
        "ERICY",>       WriteIf(n==33 , 
        "ERTS",>       WriteIf(n==34 , 
        "ESRX",>       WriteIf(n==35 , 
        "EXPD",>       WriteIf(n==36 , 
        "FAST",>       WriteIf(n==37 , 
        "FHCC",>       WriteIf(n==38 , 
        "FISV",>       WriteIf(n==39 , 
        "FLEX",>       WriteIf(n==40 , 
        "GENZ",>       WriteIf(n==41 , 
        "GILD",>       WriteIf(n==42 , 
        "GNTX",>       WriteIf(n==43 , 
        "HGSI",>       WriteIf(n==44 , 
        "HSIC",>       WriteIf(n==45 , 
        "IACI",>       WriteIf(n==46 , 
        "ICOS",>       WriteIf(n==47 , 
        "INTC",>       WriteIf(n==48 , 
        "INTU",>       WriteIf(n==49 , 
        "IVGN",>       WriteIf(n==50 , 
        "JDSU",>       WriteIf(n==51 , 
        "JNPR",>       WriteIf(n==52 , 
        "KLAC",>       WriteIf(n==53 , 
        "LAMR",>       WriteIf(n==54 , 
        "LLTC",>       WriteIf(n==55 , 
        "LNCR",>       WriteIf(n==56 , 
        "MCHP",>       WriteIf(n==57 , 
        "MEDI",>       WriteIf(n==58 , 
        "MERQ",>       WriteIf(n==59 , 
        "MLNM",>       WriteIf(n==60 , 
        "MNST",>       WriteIf(n==61 , 
        "MOLX",>       WriteIf(n==62 , 
        "MSFT",>       WriteIf(n==63 , 
        "MXIM",>       WriteIf(n==64 , 
        "NTAP",>       WriteIf(n==65 , 
        "NVDA",>       WriteIf(n==66 , 
        "NVLS",>       WriteIf(n==67 , 
        "NXTL",>       WriteIf(n==68 , 
        "ORCL",>       WriteIf(n==69 , 
        "PAYX",>       WriteIf(n==70 , 
        "PCAR",>       WriteIf(n==71 , 
        "PDCO",>       WriteIf(n==72 , 
        "PETM",>       WriteIf(n==73 , 
        "PIXR",>       WriteIf(n==74 , 
        "PSFT",>       WriteIf(n==75 , 
        "PTEN",>       WriteIf(n==76 , 
        "QCOM",>       WriteIf(n==77 , 
        "QLGC",>       WriteIf(n==78 , 
        "RFMD",>       WriteIf(n==79 , 
        "ROST",>       WriteIf(n==80 , 
        "RYAAY",>       WriteIf(n==81 , 
        "SANM",>       WriteIf(n==82 , 
        "SBUX",>       WriteIf(n==83 , 
        "SEBL",>       WriteIf(n==84 , 
        "SIAL",>       WriteIf(n==85 , 
        "SNDK",>       WriteIf(n==86 , 
        "SNPS",>       WriteIf(n==87 , 
        "SPLS",>       WriteIf(n==88 , 
        "SPOT",>       WriteIf(n==89 , 
        "SSCC",>       WriteIf(n==90 , 
        "SUNW",>       WriteIf(n==91 , 
        "SYMC",>       WriteIf(n==92 , 
        "TEVA",>       WriteIf(n==93 , 
        "TLAB",>       WriteIf(n==94 , 
        "VRSN",>       WriteIf(n==95 , 
        "VRTS",>       WriteIf(n==96 , 
        "WFMI",>       WriteIf(n==97 , 
        "XLNX",>       WriteIf(n==98 , 
        "XRAY",>       WriteIf(n==99 , 
        "YHOO" , "">       
        ))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))> 
        ))))))))))))))))))))))))))))));> 
        >       
        dirk>         ----- 
        Original Message 
        ----->         From: 
        nkis22>         To: 
        amibroker@xxxxxxxxxxxxxxx>         
        Sent: Thursday, November 27, 2003 5:16 
        PM>         Subject: 
        [amibroker] Re: to HERMAN: N100 Correlation table> > 
        >         Will appreciate 
        very much to see the #include AFL 
        please>         thanks in 
        advance>         
        nand> > > > > > > 
        > >         --- In 
        amibroker@xxxxxxxxxxxxxxx, dirk schreiber 
        <tianatrading@xxxx>>         
        wrote:>         > 
        hello herman,>         
        >>         > after 
        playing around with your code a little bit, i realized 
        that>         it is not 
        showing a COMPLETE "heat list" of the n100. by 
        "splitting>         up" 
        the 100 stocks into two groups of 50, one for the x-axis and 
        the>         other for 
        the y-axis, we can't get the whole picture. the first> 
        stock>         (AAPL) has 
        its correlation only measured against stocks 
        50-99(JDSU->         
        YHOO), but not for example against ADBE or 
        ADCT.>         > 
        thanks to posting your code i am beginning to understand the 
        logic>         of looping 
        better, so i just changed some numbers to have the loop> 
        go>         through ALL 
        possible combinations. it takes slightly longer 
        (instead>         of 
        50*50=2500 it's 100*100=10000 calculations) and of course it 
        has>         quite a lot 
        of duplicate results, but i think it is the only way 
        to>         calculate all 
        correlations.>         
        > also, i changed the code from absolute to relative 
        correlation,>         
        which gives different 
        results.>         
        >>         > what 
        do you think?>         
        >>         > 
        dirk>         
        >>         
        >>         
        >>         > // 
        Exploration N100 relative Correlation 
        table>         
        >>         > 
        Buy=Sell=Short=Cover=0;>         
        >>         > StkNum 
        = 
        Status("StockNum");>         
        >>         > Filter 
        = Status("LastBarInTest") AND StkNum < 
        100;>         
        >>         > 
        AddTextColumn(Name(),"Ticker",1.0);>         
        >>         > 
        SetOption("nodefaultcolumns",1);>         
        >>         > n = 
        StkNum;>         
        >>         > 
        #include 
        <NtoN100Ticker.afl>>         
        >>         > 
        Ticker1 = 
        Ticker;>         
        >>         > C1 = 
        ROC(Foreign(Ticker1,"C"),1);>         
        >>         > 
        for(m=1;m<=99;m++)>         
        >>         > 
        {>         
        >>         > 
        n=m;>         
        >>         > 
        #include 
        <NtoN100Ticker.afl>>         
        >>         > 
        Ticker2 = 
        Ticker;>         
        >>         > C2 = 
        ROC(Foreign(Ticker2,"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);>         
        >>         > 
        }>         
        >>         
        >>         
        >   ----- Original Message 
        ----->         
        >   From:   Herman 
        vandenBergen>         
        >   To: 
        amibroker@xxxxxxxxxxxxxxx>         
        >   Sent: Wednesday, November 26, 2003 11:43   
        PM>         
        >   Subject: RE: [amibroker] to TOMASZ: how   to 
        loop through a 
        list>         of tickers 
        ?>         
        >>         
        >>         
        >   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.>         
        >>         
        >>         
        >>         
        >   // N100 Correlation 
        table>         > 
        Buy=Sell=Short=Cover=0;>         
        > StkNum = 
        Status("StockNum");>         
        > Filter = Status("LastBarInTest") AND StkNum < 
        50;>         > 
        AddTextColumn(Name(),"Ticker",1.0);>         
        > n = StkNum;>         
        > #include 
        <NtoN100Ticker.afl>>         
        > Ticker1 = 
        Ticker;>         > C1 
        = 
        Foreign(Ticker1,"C");>         
        > 
        for(m=50;m<=99;m++)>         
        >    
        {>         
        >    
        n=m;>         
        >    #include 
        <NtoN100Ticker.afl>>         
        >    Ticker2 = 
        Ticker;>         
        >    C2 =   
        Foreign(Ticker2,"C");>         
        >    Corr = Correlation(C1, C2, 8 
        );>         
        >    Color = IIf(Corr>0,8,4); //   Add 
        colors to make a heat 
        map>         
        >    
        AddColumn(Corr,Ticker,1.3,1,Color);>         
        >    
        }>         
        >       -----Original 
        Message----->         
        > From: dirk schreiber     
        [mailto:tianatrading@xxxx]>         
        > Sent: November 27, 2003 2:03     
        AM>         > To: 
        amibroker@xxxxxxxxxxxxxxx>         
        > Subject: [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>         
        >>         
        >           ----- 
        Original Message 
        ----->         
        >       
        From:       
        dirk       
        schreiber>         
        >       To: 
        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(pair,"C");>         
        >>         > 
        y=C;>         
        >>         > 
        xpc=ROC(x,1);>         
        >>         > 
        ypc=ROC(y,1);>         
        >>         > 
        Graph0=Correlation(xpc,ypc,20);>         
        >>         > 
        Graph1=Correlation(xpc,ypc,200);>         
        >>         > 
        Filter=Graph0>0.7       AND 
        Graph1>0.5;>         
        >>         > 
        AddColumn(Graph0,"Cor20",1.2);>         
        >>         > 
        AddColumn(Graph1,"Cor200",1.2);>         
        >>         > 
        AddColumn(Graph0+Graph1,"total",1.2);>         
        >>         > 
        Buy=0;>         
        >>         
        >>         
        >>         
        >>         
        >>         
        >               
        ----- Original Message 
        ----->         
        >         
        From:         dirk 
        schreiber>         
        >         To: 
        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,>         
        >>         
        >         
      dirkSend BUG REPORTS to 
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