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Dirk
Thank you
Frank
----- Original Message -----
<BLOCKQUOTE
>
<DIV
>From:
dirk
schreiber
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, November 28, 2003 4:43
PM
Subject: [amibroker] Re: 10 uses for
#include
hello frank,
go to message #38828
regards,
dirk
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Frank Milo
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, November 28, 2003 8:25
PM
Subject: Re: [amibroker] to TOMASZ: how
to loop through a list of tickers ?
Dirk,
I did a message board search on <FONT
face=Verdana color=#000080 size=2>"10 uses for #include" , but it didn't
find any thing. Can you please point me to Herman's post?
Thanks
Frank
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
dirk
schreiber
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, November 26, 2003
7:09 PM
Subject: Re: [amibroker] to TOMASZ:
how to loop through a list of tickers ?
hello herman,
thank you very much for your
code - works like a charm.
the moment i saw your code i
remembered your post about the "10 uses for #include". should have read
that one more closely ...
dirk
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Herman
vandenBergen
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, November 26, 2003
11:33 PM
Subject: RE: [amibroker] to TOMASZ:
how to loop through a list of tickers ?
<FONT face=Arial color=#0000ff
size=2>Hello,
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>The Exploration below will generate a complete
correlation table for the N100.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>The leftmost column refers to the stock by number,
since we do not have string arrays in afl. You can add more colors to
make this a heat map that shows you instantly where pos/neg correlation
exist. You can also use the Osaka plugin to create csv exports for
further analysis in Excel. The second piece of code is an include file;
copy it to your Include directory before running the
Exploration.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>herman<SPAN
class=870081922-26112003>
<FONT face=Arial color=#000000
size=2>// Exploration N100 Correlation table<FONT
face=Arial> <FONT
color=#ff0000>Buy=<FONT
color=#ff0000>Sell=<FONT
color=#ff0000>Short=<FONT
color=#ff0000>Cover=<FONT
color=#ff00ff>0<FONT
color=#000000>; StkNum = <FONT
color=#0000ff>Status(<FONT
color=#ff00ff>"StockNum"<FONT
face=Arial>); <FONT
color=#ff0000>Filter = <FONT
color=#0000ff>Status(<FONT
color=#ff00ff>"LastBarInTest") <FONT
color=#ff0000>AND StkNum < <FONT
color=#ff00ff>50<FONT
color=#000000>; AddColumn<FONT
color=#000000>(StkNum," "<FONT
color=#000000>,1.0<FONT
size=2>); n = StkNum;
#include<FONT
size=2> <NtoN100Ticker.afl>
Ticker1 = Ticker; C1 = <FONT
color=#0000ff>Foreign(Ticker1,<FONT
color=#ff00ff>"C"<FONT
face=Arial>); <FONT
color=#ff0000>for(m=<FONT
color=#ff00ff>50;m<=<FONT
color=#ff00ff>99<FONT
color=#000000>;m++) { n=m;
<FONT
color=#ff0000>#include<FONT
face=Arial> <NtoN100Ticker.afl>
Ticker2 = Ticker; C2 =
Foreign<FONT
color=#000000>(Ticker2,<FONT
color=#ff00ff>"C"<FONT
face=Arial>);
Corr = <FONT
color=#0000ff>Correlation(C1, C2,
8<FONT
face=Arial> ); Color =
IIf<FONT
color=#000000>(Corr>0<FONT
color=#000000>,8<FONT
color=#000000>,4);
// Add colors to make a heat
map<FONT
color=#000000> <FONT
color=#0000ff>AddColumn<FONT
color=#000000>(Corr,Ticker,1.3<FONT
color=#000000>,1<FONT
color=#000000>,Color);
<FONT
face="Courier New" color=#000000><FONT face=Arial
size=2> }<SPAN
class=870081922-26112003>
// Include
file
Ticker
= <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>0 , <FONT
color=#ff00ff>"AAPL"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>1 , <FONT
color=#ff00ff>"ADBE"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>2 , <FONT
color=#ff00ff>"ADCT"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>3 , <FONT
color=#ff00ff>"ALTR"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>4 , <FONT
color=#ff00ff>"AMAT"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>5 , <FONT
color=#ff00ff>"AMGN"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>6 , <FONT
color=#ff00ff>"AMZN"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>7 , <FONT
color=#ff00ff>"APCC"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>8 , <FONT
color=#ff00ff>"APOL"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>9 , <FONT
color=#ff00ff>"BBBY"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>10 , <FONT
color=#ff00ff>"BEAS"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>11 , <FONT
color=#ff00ff>"BIIB"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>12 , <FONT
color=#ff00ff>"BMET"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>13 , <FONT
color=#ff00ff>"BRCD"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>14 , <FONT
color=#ff00ff>"BRCM"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>15 , <FONT
color=#ff00ff>"CDWC"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>16 , <FONT
color=#ff00ff>"CEPH"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>17 , <FONT
color=#ff00ff>"CHIR"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>18 , <FONT
color=#ff00ff>"CHKP"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>19 , <FONT
color=#ff00ff>"CHRW"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>20 , <FONT
color=#ff00ff>"CIEN"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>21 , <FONT
color=#ff00ff>"CMCSA"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>22 , <FONT
color=#ff00ff>"CMVT"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>23 , <FONT
color=#ff00ff>"COST"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>24 , <FONT
color=#ff00ff>"CPWR"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>25 , <FONT
color=#ff00ff>"CSCO"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>26 , <FONT
color=#ff00ff>"CTAS"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>27 , <FONT
color=#ff00ff>"CTXS"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>28 , <FONT
color=#ff00ff>"DELL"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>29 , <FONT
color=#ff00ff>"DISH"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>30 , <FONT
color=#ff00ff>"DLTR"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>31 , <FONT
color=#ff00ff>"EBAY"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>32 , <FONT
color=#ff00ff>"ERICY"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>33 , <FONT
color=#ff00ff>"ERTS"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>34 , <FONT
color=#ff00ff>"ESRX"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>35 , <FONT
color=#ff00ff>"EXPD"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>36 , <FONT
color=#ff00ff>"FAST"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>37 , <FONT
color=#ff00ff>"FHCC"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>38 , <FONT
color=#ff00ff>"FISV"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>39 , <FONT
color=#ff00ff>"FLEX"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>40 , <FONT
color=#ff00ff>"GENZ"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>41 , <FONT
color=#ff00ff>"GILD"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>42 , <FONT
color=#ff00ff>"GNTX"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>43 , <FONT
color=#ff00ff>"HGSI"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>44 , <FONT
color=#ff00ff>"HSIC"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>45 , <FONT
color=#ff00ff>"IACI"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>46 , <FONT
color=#ff00ff>"ICOS"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>47 , <FONT
color=#ff00ff>"INTC"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>48 , <FONT
color=#ff00ff>"INTU"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>49 , <FONT
color=#ff00ff>"IVGN"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>50 , <FONT
color=#ff00ff>"JDSU"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>51 , <FONT
color=#ff00ff>"JNPR"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>52 , <FONT
color=#ff00ff>"KLAC"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>53 , <FONT
color=#ff00ff>"LAMR"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>54 , <FONT
color=#ff00ff>"LLTC"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>55 , <FONT
color=#ff00ff>"LNCR"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>56 , <FONT
color=#ff00ff>"MCHP"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>57 , <FONT
color=#ff00ff>"MEDI"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>58 , <FONT
color=#ff00ff>"MERQ"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>59 , <FONT
color=#ff00ff>"MLNM"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>60 , <FONT
color=#ff00ff>"MNST"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>61 , <FONT
color=#ff00ff>"MOLX"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>62 , <FONT
color=#ff00ff>"MSFT"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>63 , <FONT
color=#ff00ff>"MXIM"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>64 , <FONT
color=#ff00ff>"NTAP"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>65 , <FONT
color=#ff00ff>"NVDA"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>66 , <FONT
color=#ff00ff>"NVLS"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>67 , <FONT
color=#ff00ff>"NXTL"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>68 , <FONT
color=#ff00ff>"ORCL"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>69 , <FONT
color=#ff00ff>"PAYX"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>70 , <FONT
color=#ff00ff>"PCAR"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>71 , <FONT
color=#ff00ff>"PDCO"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>72 , <FONT
color=#ff00ff>"PETM"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>73 , <FONT
color=#ff00ff>"PIXR"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>74 , <FONT
color=#ff00ff>"PSFT"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>75 , <FONT
color=#ff00ff>"PTEN"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>76 , <FONT
color=#ff00ff>"QCOM"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>77 , <FONT
color=#ff00ff>"QLGC"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>78 , <FONT
color=#ff00ff>"RFMD"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>79 , <FONT
color=#ff00ff>"ROST"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>80 , <FONT
color=#ff00ff>"RYAAY"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>81 , <FONT
color=#ff00ff>"SANM"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>82 , <FONT
color=#ff00ff>"SBUX"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>83 , <FONT
color=#ff00ff>"SEBL"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>84 , <FONT
color=#ff00ff>"SIAL"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>85 , <FONT
color=#ff00ff>"SNDK"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>86 , <FONT
color=#ff00ff>"SNPS"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>87 , <FONT
color=#ff00ff>"SPLS"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>88 , <FONT
color=#ff00ff>"SPOT"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>89 , <FONT
color=#ff00ff>"SSCC"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>90 , <FONT
color=#ff00ff>"SUNW"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>91 , <FONT
color=#ff00ff>"SYMC"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>92 , <FONT
color=#ff00ff>"TEVA"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>93 , <FONT
color=#ff00ff>"TLAB"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>94 , <FONT
color=#ff00ff>"VRSN"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>95 , <FONT
color=#ff00ff>"VRTS"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>96 , <FONT
color=#ff00ff>"WFMI"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>97 , <FONT
color=#ff00ff>"XLNX"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>98 , <FONT
color=#ff00ff>"XRAY"<FONT
size=2>, <FONT
color=#0000ff>WriteIf(n==<FONT
color=#ff00ff>99 , <FONT
color=#ff00ff>"YHOO" , <FONT
color=#ff00ff>""<FONT face=Arial color=#000000
size=2>
))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))));
<SPAN
class=870081922-26112003> -----Original
Message-----From: dirk schreiber
[mailto:tianatrading@xxxxxxxxx]Sent: November 27, 2003 2:03
AMTo: amibroker@xxxxxxxxxxxxxxxSubject:
[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
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=tianatrading@xxxxxxxxx
href="">dirk schreiber
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">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=<FONT
color=#ff00ff>"IBM";
x=<FONT
color=#0000ff>Foreign(pair,<FONT
color=#ff00ff>"C");
y=C;
xpc=<FONT
color=#0000ff>ROC(x,1);
ypc=<FONT
color=#0000ff>ROC(y,<FONT
color=#ff00ff>1);
Graph0<FONT face=Arial
size=2>=Correlation(xpc,ypc,<FONT
color=#ff00ff>20);
Graph1<FONT face=Arial
size=2>=Correlation(xpc,ypc,<FONT
color=#ff00ff>200);
Filter<FONT
face=Arial>=Graph0>0.7
AND Graph1><FONT
color=#ff00ff>0.5;
AddColumn<FONT
face=Arial>(Graph0,<FONT
color=#ff00ff>"Cor20",<FONT
color=#ff00ff>1.2<FONT
color=#000000>);
AddColumn<FONT
face=Arial>(Graph1,<FONT
color=#ff00ff>"Cor200",<FONT
color=#ff00ff>1.2<FONT
color=#000000>);
AddColumn<FONT
face=Arial><FONT
color=#000000>(Graph0+Graph1,<FONT
color=#ff00ff>"total",<FONT
color=#ff00ff>1.2<FONT
color=#000000>);
Buy<FONT
face=Arial>=<FONT
color=#ff00ff>0;<FONT
color=#000080>
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=tianatrading@xxxxxxxxx
href="">dirk schreiber
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">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,
<FONT face=Arial color=#000080
size=2>dirk<FONT face=Arial
size=2>Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS
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