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Ken,
You're right. That's what I did too. Following works when you
run it against a large watchlist too, but the other
way around won't (by selecting the single market symbol
and going over the watchlist in a loop). Entire list
against another list pro'lly won't work beyond 100
tickers in the target watchlist that you loop over -
--------
ticker= Name();
mktsym = "!RUT";
mktC = Foreign(mktsym, "C");
corr = Correlation(C, mktC, 100);
color = IIf(corr > 0, colorBrightGreen, IIf(corr < 0, colorRed,
colorWhite));
Filter = True;
AddColumn(corr, "Correlation", 1.3, 1, Color);
---------
Jitu
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> HB: your suggestions was one of the variations I tried which locked
up
> the program.
>
>
>
> Actually, if all I want is correlation of a watchlist against a
single
> index, all I need to do is Explore against a single watchlist in the
> regular manner and compare each watchlist close with a variable set
to
> the Foreign of the Index. I thought of this after sending the
message.
> Slow thinker.
>
>
>
> Ken
>
>
>
> -----Original Message-----
> From: HB [mailto:hmab@x...]
> Sent: Friday, November 28, 2003 2:56 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: to HERMAN: N100 Correlation table
>
>
>
> Ken, I think it will work if you set ticker2 to the index you want.
> E.g. in Tomasz's code, just put the following line as the first
line of
> the loop.
>
> Ticker2="^GSPC";
>
>
>
> HB
>
> ----- Original Message -----
>
> From: Ken Close <mailto:closeks@x...>
>
> To: amibroker@xxxxxxxxxxxxxxx
>
> Sent: Friday, November 28, 2003 2:40 PM
>
> Subject: RE: [amibroker] Re: to HERMAN: N100 Correlation table
>
>
>
> Rik: it "seemed" like you were answering the question I was about to
> ask, how to correlate a watchlist against ONE other index for
example
> RUT or QQQ.
>
> I can not seem to make your code do this, plus the several
variations I
> have tried have locked up the program each time.
>
> Hints?
>
> Ken
>
> -----Original Message-----
> From: Rik Rasmussen [mailto:hrasmussen@x...]
> Sent: Friday, November 28, 2003 2:28 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Re: to HERMAN: N100 Correlation table
>
> Note that the first watchlist is Watchlist 0.
>
>
> The watchlist you specify will determine the symbols above the
columns
> in
> the results.
>
> the filter you use will determine the symbols in the first column.
>
> I set both to the same watchlist in the example I posted.
>
> I included the RUT index for a correlation.
>
> Rik Rasmussen
>
> -----Original Message-----
> From: nkis22 [mailto:nkishor@x...]
> Sent: Friday, November 28, 2003 1:26 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: to HERMAN: N100 Correlation table
>
>
> Yes, my watchlist number is 1, and I have Dow 30 stocks in it
> nand
>
>
>
>
>
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