[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] one-stock exploration with various rows


  • To: <amibroker@xxxxxxxxxxxxxxx>
  • Subject: RE: [amibroker] one-stock exploration with various rows
  • From: "Graham" <gkavanagh@xxxxxxxxxxxxx>
  • Date: Thu, 11 Dec 2003 06:21:12 -0800
  • In-reply-to: <20031211111803.28192.qmail@web60501.mail.yahoo.com>
  • Title: Message

PureBytes Links

Trading Reference Links





I am not certain this will work properly as I 
cannot test it out. But I think it is what you are wanting. Just set your n=2 in 
the AA filter window
I have also modified your code to remove 
redundent loops and statements, hope I did not mess it 
up.
// Correlation Analysis for Single Stock<FONT 
size=2>
Buy<FONT 
size=2>=Sell<FONT 
face=Arial>=<FONT color=#ff0000 
size=2>Short=<FONT 
color=#ff0000 size=2>Cover<FONT 
size=2>=0<FONT 
size=2>;
LastBarInTest = <FONT color=#0000ff 
size=2>LastValue<FONT 
size=2>(ValueWhen<FONT 
face=Arial>(<FONT color=#0000ff 
size=2>Status(<FONT 
color=#8b0000 size=2>"LastBarInTest"<FONT 
size=2>),BarIndex<FONT 
size=2>()));
Filter = 
Status<FONT 
face=Arial>(<FONT color=#8b0000 
size=2>"LastBarInTest"<FONT 
face=Arial>);
list = <FONT 
face=Arial>GetCategorySymbols( 
categoryWatchlist<FONT 
face=Arial>, <FONT color=#ff00ff 
size=2>3 );
timeshort=<FONT 
face=Arial>8;
timemed=<FONT 
face=Arial>63;
timelong=<FONT 
face=Arial>252<FONT 
face=Arial>;
for( 
NumTickers=0<FONT 
face=Arial>; NumTickers < <FONT color=#ff00ff 
size=2>100 <FONT 
color=#ff0000 size=2>AND 
StrExtract<FONT 
face=Arial>( list, NumTickers ) != <FONT color=#8b0000 
size=2>""; NumTickers++ 
);
AddTextColumn<FONT 
size=2>("Corr. 
short",<FONT 
color=#8b0000 size=2>"Filter"<FONT 
size=2>,1.0<FONT 
size=2>);
bar = <FONT 
face=Arial>BarCount - 
1<FONT 
size=2> - BarIndex<FONT 
size=2>();
A1 = <FONT 
face=Arial>ValueWhen( bar, 
BarCount<FONT 
face=Arial>-<FONT color=#ff00ff 
size=2>1 );
A2 = <FONT 
face=Arial>ValueWhen( bar, 
BarCount<FONT 
face=Arial>-<FONT color=#ff00ff 
size=2>2 
);
Filter = 
BarIndex<FONT 
face=Arial>()==A1 <FONT color=#ff0000 
size=2>OR <FONT 
color=#0000ff size=2>BarIndex<FONT 
face=Arial>()==A2;
for( 
Col=0<FONT 
face=Arial>; Col<NumTickers; Col++)
{
Ticker1 = <FONT 
face=Arial>Name();
Ticker2 = <FONT 
face=Arial>StrExtract( list, 
Col);
Var1 = <FONT 
face=Arial>Foreign<FONT 
size=2>(Ticker1,"C"<FONT 
size=2>);
Var2 = <FONT 
face=Arial>Foreign<FONT 
size=2>(Ticker2,"C"<FONT 
size=2>);
Corrshort = <FONT color=#0000ff 
size=2>Correlation<FONT 
face=Arial>( Var1, Var2, timeshort );
Corrmed = <FONT 
face=Arial>Correlation( Var1, 
Var2, timemed );
Color = <FONT 
face=Arial>IIf(Corrmed 
==1<FONT 
size=2> OR<FONT 
face=Arial> Corrshort ==<FONT color=#ff00ff 
size=2>1,<FONT 
color=#ff0000 size=2>colorBlack<FONT 
size=2>,IIf<FONT 
face=Arial>(Corrmed <-<FONT color=#ff00ff 
size=2>0.8 <FONT 
color=#ff0000 size=2>OR 
Corrshort <-0.8<FONT 
face=Arial>,<FONT color=#ff0000 
size=2>colorRed<FONT 
face=Arial>,
IIf(Corrmed 
<-0.5<FONT 
face=Arial> <FONT color=#ff0000 
size=2>OR Corrshort 
<-0.5<FONT 
face=Arial>,<FONT color=#ff0000 
size=2>colorOrange<FONT 
size=2>,IIf<FONT 
face=Arial>(Corrmed <-<FONT color=#ff00ff 
size=2>0.2 <FONT 
color=#ff0000 size=2>OR 
Corrshort <-0.2<FONT 
face=Arial>,<FONT color=#ff0000 
size=2>colorLightOrange<FONT 
face=Arial>,
IIf(Corrmed 
<0.2<FONT 
face=Arial> <FONT color=#ff0000 
size=2>OR Corrshort 
<0.2<FONT 
face=Arial>,<FONT color=#ff0000 
size=2>colorCustom9<FONT 
size=2>,IIf<FONT 
face=Arial>(Corrmed <<FONT color=#ff00ff 
size=2>0.5 <FONT 
color=#ff0000 size=2>OR 
Corrshort <0.5<FONT 
face=Arial>,<FONT color=#ff0000 
size=2>colorAqua<FONT 
face=Arial>,
IIf(Corrmed 
<0.8<FONT 
face=Arial> <FONT color=#ff0000 
size=2>OR Corrshort 
<0.8<FONT 
face=Arial>,<FONT color=#ff0000 
size=2>colorBrightGreen<FONT 
size=2>,colorGreen<FONT 
size=2>)))))));
x[<FONT 
face=Arial>BarCount<FONT 
size=2>-2<FONT 
face=Arial>] = <FONT color=#0000ff 
size=2>LastValue( Corrshort 
);
x[<FONT 
face=Arial>BarCount<FONT 
size=2>-1<FONT 
face=Arial>] = <FONT color=#0000ff 
size=2>LastValue( Corrmed 
);
AddColumn( x 
, Ticker2, 1.3<FONT 
face=Arial>, <FONT color=#ff00ff 
size=2>1, Color);
}
 
Cheers,Graham<A 
href="">http://groups.msn.com/asxsharetrading<A 
href="">http://groups.msn.com/fmsaustralia 


  
  <FONT 
  face=Tahoma size=2>-----Original Message-----From: dirk schreiber 
  [mailto:tianatrading@xxxxxxxxx] Sent: Thursday, 11 December 2003 
  7:18 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: 
  [amibroker] one-stock exploration with various rows
  thanks graham, but sorry i'm too 
  dumb. i have been trying for the last 2 hours to combine my correlation code 
  with your code, but could not work it out. 
  i see how with your code i can 
  show various rows for one stock referencing a different time for one 
  calculation (like the short-term correlation for today, yesterday and so 
  forth). what i would like to achieve though is to have a different calculation 
  for the same time in every row (for example: show today's short-term 
  correlation and in the next row show today's mid-term correlation and so 
  forth).
  is there a way to do this and 
  where in the loop would i have to put this code?
   
  thanks,
   
  dirk
   
  <FONT face=Verdana 
  color=#000080 size=2>
  // Correlation Analysis for Single Stock
  Buy<FONT face=Verdana 
  size=2>=Sell=Short=Cover=0; 
  
  LastBarInTest = <FONT 
  color=#0000ff>LastValue(ValueWhen(<FONT 
  color=#0000ff>Status("LastBarInTest"),<FONT 
  color=#0000ff>BarIndex()));
  Filter = 
  Status("LastBarInTest"); 
  
  list = <FONT 
  color=#0000ff>GetCategorySymbols( categoryWatchlist, <FONT 
  color=#ff00ff>3 );
  timeshort=<FONT 
color=#ff00ff>8;
  timemed=63;
  timelong=<FONT 
  color=#ff00ff>252;
  for( 
  NumTickers=0; NumTickers < <FONT 
  color=#ff00ff>100 AND StrExtract( 
  list, NumTickers ) != ""; NumTickers++ ); 
  
  AddTextColumn<FONT face=Verdana 
  size=2>("Corr. short",<FONT 
  color=#ff00ff>"Filter",<FONT 
  color=#ff00ff>1.0);
  for( 
  Col=0; Col<NumTickers; Col++) 
  { 
  Ticker1 = Name(); 
  
  Ticker2 = StrExtract( 
  list, Col); 
  Var1 = <FONT 
  color=#0000ff>Foreign(Ticker1,"C"); 
  
  Var2 = <FONT 
  color=#0000ff>Foreign(Ticker2,"C"); 
  
  Corrshort = <FONT 
  color=#0000ff>Correlation( Var1, Var2, timeshort ); 
  Color = IIf(Corrshort 
  ==1,colorBlack,<FONT 
  color=#0000ff>IIf(Corrshort <-<FONT 
  color=#ff00ff>0.8,colorRed,<FONT 
  color=#0000ff>IIf(Corrshort <-<FONT 
  color=#ff00ff>0.5,colorOrange,<FONT 
  color=#0000ff>IIf(Corrshort <-<FONT 
  color=#ff00ff>0.2,colorLightOrange,<FONT 
  color=#0000ff>IIf(Corrshort <<FONT 
  color=#ff00ff>0.2,colorCustom9,<FONT 
  color=#0000ff>IIf(Corrshort <<FONT 
  color=#ff00ff>0.5,colorAqua,<FONT 
  color=#0000ff>IIf(Corrshort <<FONT 
  color=#ff00ff>0.8,colorBrightGreen,colorGreen))))))); 
  
  AddColumn<FONT face=Verdana 
  size=2>( Corrshort , Ticker2, 1.3, <FONT 
  color=#ff00ff>1, Color); 
  } 
  for( 
  NumTickers=0; NumTickers < <FONT 
  color=#ff00ff>100 AND StrExtract( 
  list, NumTickers ) != ""; NumTickers++ ); 
  
  AddTextColumn<FONT face=Verdana 
  size=2>("Corr. med",<FONT 
  color=#ff00ff>"Filter",<FONT 
  color=#ff00ff>1.0);
  for( 
  Col=0; Col<NumTickers; Col++) 
  { 
  Ticker1 = 
  Name(); 
  
  
  Ticker2 = StrExtract( 
  list, Col); 
  Var1 = <FONT 
  color=#0000ff>Foreign(Ticker1,"C"); 
  
  Var2 = <FONT 
  color=#0000ff>Foreign(Ticker2,"C"); 
  
  Corrmed = Correlation( 
  Var1, Var2, timemed ); 
  Color = IIf(Corrmed 
  ==1,colorBlack,<FONT 
  color=#0000ff>IIf(Corrmed <-<FONT 
  color=#ff00ff>0.8,colorRed,<FONT 
  color=#0000ff>IIf(Corrmed <-<FONT 
  color=#ff00ff>0.5,colorOrange,<FONT 
  color=#0000ff>IIf(Corrmed <-<FONT 
  color=#ff00ff>0.2,colorLightOrange,<FONT 
  color=#0000ff>IIf(Corrmed <<FONT 
  color=#ff00ff>0.2,colorCustom9,<FONT 
  color=#0000ff>IIf(Corrmed <<FONT 
  color=#ff00ff>0.5,colorAqua,<FONT 
  color=#0000ff>IIf(Corrmed <<FONT 
  color=#ff00ff>0.8,colorBrightGreen,colorGreen))))))); 
  
  AddColumn<FONT face=Verdana 
  size=2>( Corrmed , Ticker2, 1.3, <FONT 
  color=#ff00ff>1, Color); 
  } <FONT face=Verdana 
  size=2>----- Original Message ----- 
  <BLOCKQUOTE 
  >
    <FONT 
    face=Verdana>From: <A title=gkavanagh@xxxxxxxxxxxxx 
    href=""><FONT 
    face=Verdana>Graham 
    To: <A 
    title=amibroker@xxxxxxxxxxxxxxx 
    href=""><FONT 
    face=Verdana>amibroker@xxxxxxxxxxxxxxx 
    
    Sent: Thursday, 
    December 11, 2003 12:34 AM
    Subject: RE: 
    [amibroker] one-stock exploration with various rows
    
    Yes, I did 
    email out an example of how to do this last week
    set the filter 
    in aa window to n=2 last quotations
    This is an 
    example for 3 sets of data, just put your results variables in place of 
    mine
    <FONT face=Verdana 
    size=2> 
    <FONT face=Verdana 
    size=2> 
    bar = BarCount - 1 - BarIndex();
     
    x[BarCount-3] = LastValue( 
    AvMinorRFMovePercentAll );y[BarCount-3] = LastValue( 
    AvMinorRFPullbackPercentAll );x[BarCount-2] = LastValue( 
    AvMinorFRMovePercentAll );y[BarCount-2] = LastValue( 
    AvMinorFRPullbackPercentAll );x[BarCount-1] = LastValue( 
    AvMinorFFMovePercentAll );y[BarCount-1] = LastValue( 
    AvMinorFFPullbackPercentAll );
     
    A1 = ValueWhen( bar, BarCount-1 );A2 = 
    ValueWhen( bar, BarCount-2 );A3 = ValueWhen( bar, BarCount-3 
    );
     
    Filter = BarIndex()==A1 OR 
    BarIndex()==A2 OR BarIndex()==A3<SPAN 
    class=994282923-10122003>;
    <SPAN 
    class=994282923-10122003> 
    AddColumn( x, 
    "M("+Price[LowLevel]+"-"+Price[HighLevel]+")", 1.1 );
     
    AddColumn( y, 
    "P("+Price[LowLevel]+"-"+Price[HighLevel]+")", 1.1 );
     
    Cheers,Graham<A 
    href=""><FONT face=Verdana 
    size=2>http://groups.msn.com/asxsharetrading<A 
    href=""><FONT face=Verdana 
    size=2>http://groups.msn.com/fmsaustralia<FONT face=Verdana 
    size=2> 
    
      
      <FONT 
      face=Verdana size=2>-----Original Message-----From: dirk 
      schreiber [mailto:tianatrading@xxxxxxxxx] Sent: Thursday, 11 
      December 2003 7:06 AMTo: 
      amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] one-stock 
      exploration with various rows
      still trying to find a better 
      way to code my pair trading approach:
      would it be possible to do an 
      explore with various loops against one ticker and then visualize this in 
      aa with various rows? the following code calculates both short- and 
      mid-term correlation of one stock against a watchlist. the way it is 
      written, it gives the result in one row, first short-term then mid-term. 
      -- is there a way to code so that those two rows would show one beneath 
      the other ?? 
       
      any help appreciated, thanks 
      so far,
       
      dirk
       
       
      <BLOCKQUOTE 
      >
        ----- Original Message 
        ----- 
        <DIV 
        ><FONT 
        face=Verdana>From: <A title=tianatrading@xxxxxxxxx 
        href="">dirk 
        schreiber 
        To: <A 
        title=amibroker@xxxxxxxxxxxxxxx 
        href=""><FONT 
        face=Verdana>amibroker@xxxxxxxxxxxxxxx 
        
        Sent: Wednesday, 
        December 10, 2003 11:12 AM
        Subject: Re: 
        [amibroker] CORRELATION MATRIX: filter within loop ?
        
        thank you herman for the 
        code.
        i have the feeling that we 
        are getting closer, although i realize why you say that this solution 
        only works for a single stock. it is obvious since we cannot have 
        different columns for every row. but at least your variation of the code 
        can show how many correlations with other stocks above/beneath a certain 
        level every stock has.
         
        i will try to see if i can 
        enhance your code of the single stock correlation 
        exploration.
         
        thanks,
         
        dirk
         
         
         
        <BLOCKQUOTE 
        >
          ----- Original 
          Message ----- 
          <DIV 
          ><FONT 
          face=Verdana>From: <A title=psytek@xxxxxxxx 
          href="">Herman 
          vandenBergen 
          To: <A 
          title=amibroker@xxxxxxxxxxxxxxx 
          href=""><FONT 
          face=Verdana>amibroker@xxxxxxxxxxxxxxx 
          
          Sent: Tuesday, 
          December 09, 2003 1:01 PM
          Subject: RE: 
          [amibroker] CORRELATION MATRIX: filter within loop ?
          
          <FONT face=Verdana color=#0000ff 
          size=2>Forgot Yahoo doesn't 
          attach files anymore, here is the 
          code:
          <FONT face=Verdana color=#0000ff 
          size=2><SPAN 
          class=570355911-09122003> 
          <SPAN 
          class=570355911-09122003><FONT face=Verdana color=#000000 
          size=2>// THIS WILL ONLY WORK CORRECTLY EXPLORING THE CURRENT 
          STOCK AGAINST THE<FONT 
          color=#000000> // WATCHLIST 
          SELECTED IN THE GetCategorySymbols() 
          !!!!!<FONT 
          face=Verdana> <FONT 
          color=#000000>// Exploration to create Correlation 
          matrix<FONT 
          face=Verdana> <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>; LastBarInTest = 
          LastValue<FONT 
          color=#000000>(ValueWhen<FONT 
          color=#000000>(Status<FONT 
          color=#000000>("LastBarInTest"<FONT 
          color=#000000>),<FONT 
          color=#0000ff>BarIndex<FONT 
          face=Verdana>())); <FONT 
          color=#ff0000>Filter = 
          Status<FONT 
          color=#000000>(<FONT 
          color=#ff00ff>"LastBarInTest"<FONT 
          face=Verdana>); list = <FONT 
          color=#0000ff>GetCategorySymbols( 
          <FONT 
          color=#ff0000>categoryWatchlist<FONT 
          color=#000000>, 0<FONT 
          size=2> ); <FONT 
          color=#ff0000>for( 
          NumTickers=0; 
          NumTickers < 100<FONT 
          color=#000000> <FONT 
          color=#ff0000>AND 
          StrExtract( 
          list, NumTickers ) != <FONT 
          color=#ff00ff>""<FONT 
          face=Verdana>; NumTickers++ ); 
          IIf<FONT 
          color=#000000>(<FONT 
          color=#ff0000>C<FONT 
          color=#000000>>50<FONT 
          color=#000000>,AddTextColumn<FONT 
          color=#000000>(Name<FONT 
          color=#000000>(),"Ticker"<FONT 
          color=#000000>,1.0<FONT 
          color=#000000>),0<FONT 
          size=2>); <FONT 
          color=#ff0000>for( 
          Col=0<FONT 
          size=2>; Col<NumTickers; 
          Col++) { Ticker1 = <FONT 
          color=#0000ff>Name<FONT 
          face=Verdana>(); Ticker2 = <FONT 
          color=#0000ff>StrExtract<FONT 
          face=Verdana>( list, Col); Var1 = 
          Foreign<FONT 
          color=#000000>(Ticker1,<FONT 
          color=#ff00ff>"C"<FONT 
          face=Verdana>); Var2 = <FONT 
          color=#0000ff>Foreign(Ticker2,<FONT 
          color=#ff00ff>"C"<FONT 
          face=Verdana>); Corr = <FONT 
          color=#0000ff>Correlation( Var1, Var2, 
          8<FONT 
          face=Verdana> ); Color = <FONT 
          color=#0000ff>IIf(Corr==<FONT 
          color=#ff00ff>1,<FONT 
          color=#ff0000>colorBlack<FONT 
          color=#000000>,IIf<FONT 
          color=#000000>(Corr<-0.8<FONT 
          color=#000000>,<FONT 
          color=#ff0000>colorRed<FONT 
          color=#000000>,IIf<FONT 
          color=#000000>(Corr<-0.5<FONT 
          color=#000000>,<FONT 
          color=#ff0000>colorOrange<FONT 
          color=#000000>,IIf<FONT 
          color=#000000>(Corr<-0.2<FONT 
          color=#000000>,<FONT 
          color=#ff0000>colorLightOrange<FONT 
          color=#000000>,IIf<FONT 
          color=#000000>(Corr<0.2<FONT 
          color=#000000>,<FONT 
          color=#ff0000>colorCustom9<FONT 
          color=#000000>,IIf<FONT 
          color=#000000>(Corr<0.5<FONT 
          color=#000000>,<FONT 
          color=#ff0000>colorAqua<FONT 
          color=#000000>,IIf<FONT 
          color=#000000>(Corr<0.8<FONT 
          color=#000000>,<FONT 
          color=#ff0000>colorBrightGreen<FONT 
          color=#000000>,<FONT 
          color=#ff0000>colorGreen<FONT 
          size=2>))))))); 
          if<FONT 
          color=#000000>( Corr[LastBarInTest] > <FONT 
          color=#ff00ff>0.75 ) <FONT 
          color=#0000ff>AddColumn( Corr, Ticker2, 
          1.3, 
          1<FONT 
          color=#000000>, Color); } 
          
          <FONT face=Verdana color=#0000ff 
          size=2> 
          <FONT face=Verdana color=#0000ff 
          size=2>
          
          
          <FONT face=Verdana color=#0000ff 
          size=2>I think you have a problem doing this when 
          correlating one watchlist against another watchlist because the 
          table would have to be completed to know which column would have to be 
          displayed. However you can do this using the OSAKA table DLL but 
          that is beyond my programming capability 
          :-)
          <FONT face=Verdana 
          color=#0000ff size=2> 
          <FONT face=Verdana 
          color=#0000ff size=2>When testing only the current stock against a 
          watchlist you can use the code attached. Note two lines were 
          added/modified:
          <FONT face=Verdana 
          color=#0000ff size=2> 
          <FONT face=Verdana 
          size=2>LastBarInTest = LastValue<FONT 
          color=#000000>(ValueWhen<FONT 
          color=#000000>(Status<FONT 
          color=#000000>("LastBarInTest"<FONT 
          color=#000000>),BarIndex<FONT 
          color=#000000>())); 
          <FONT face=Verdana 
          size=2>....
          <FONT 
          face=Verdana>if( 
          Corr[LastBarInTest] > 0.75<FONT 
          color=#000000> ) AddColumn<FONT 
          color=#000000>( Corr, Ticker2, <FONT 
          color=#ff00ff>1.3, <FONT 
          color=#ff00ff>1, Color); 
          
          <FONT face=Verdana 
          size=2> 
          <FONT face=Verdana 
          size=2>herman.
          
            <FONT 
            face=Verdana size=2>-----Original Message-----From: dirk 
            schreiber [mailto:tianatrading@xxxxxxxxx]Sent: December 
            9, 2003 7:01 PMTo: amibrokerSubject: 
            [amibroker] CORRELATION MATRIX: filter within loop 
            ?
            does anybody know how 
            to filter within loops?
             
            i'm still playing 
            around with the very nice CORRELATION MATRIX that came out of a 
            group effort last month.
            while visually it's 
            nice to look at, i am having trouble trying to expand upon its 
            functionality. 
            i would like to be able 
            to set a filter within the loop so that the matrix only shows those 
            pairs with a correlation of higher than 0.75 for example. i have 
            tried using "addcolumn(iif ...." and "iif( ... addcolumn" but that 
            did not work. i understand that the for-loop overrides any filter 
            within the loop? 
            a question closely 
            related is, i think, if it is possible to modify the code so that 
            the correlation of any ticker would not be calculated against 
            itself, because filtering within the matrix (if possible) for 
            high correlation would not work, as every row has one incident 
            of a perfect correlation of 1 (its own correlation).
            below is a 
            modified version of the code.
             
            hope i made myself 
            clear,
             
            any help 
            appreciated,
             
            dirk
             
            
            // Exploration to create Correlation matrix
            Buy<FONT face=Verdana 
            size=2>=Sell=Short=Cover=<FONT 
            color=#ff00ff>0; 
            Filter<FONT face=Verdana 
            size=2> = Status(<FONT 
            color=#ff00ff>"LastBarInTest"); 
            list = <FONT 
            color=#0000ff>GetCategorySymbols( categoryWatchlist, 
            3 );
            for<FONT face=Verdana 
            size=2>( NumTickers=0; NumTickers 
            < 100 AND StrExtract( 
            list, NumTickers ) != ""; NumTickers++ ); 
            
            IIf<FONT face=Verdana 
            size=2>(C>50,<FONT 
            color=#0000ff>AddTextColumn(<FONT 
            color=#0000ff>Name(),<FONT 
            color=#ff00ff>"Ticker",1.0),<FONT 
            color=#ff00ff>0); 
            for<FONT face=Verdana 
            size=2>( Col=0; Col<NumTickers; Col++) 
            
            { 
            Ticker1 = <FONT 
            color=#0000ff>Name(); 
            Ticker2 = <FONT 
            color=#0000ff>StrExtract( list, Col); 
            Var1 = <FONT 
            color=#0000ff>Foreign(Ticker1,<FONT 
            color=#ff00ff>"C"); 
            Var2 = <FONT 
            color=#0000ff>Foreign(Ticker2,<FONT 
            color=#ff00ff>"C"); 
            Corr = <FONT 
            color=#0000ff>Correlation( Var1, Var2, <FONT 
            color=#ff00ff>8 ); 
            Color = <FONT 
            color=#0000ff>IIf(Corr==<FONT 
            color=#ff00ff>1,colorBlack,<FONT 
            color=#0000ff>IIf(Corr<-<FONT 
            color=#ff00ff>0.8,colorRed,<FONT 
            color=#0000ff>IIf(Corr<-<FONT 
            color=#ff00ff>0.5,colorOrange,<FONT 
            color=#0000ff>IIf(Corr<-<FONT 
            color=#ff00ff>0.2,colorLightOrange,<FONT 
            color=#0000ff>IIf(Corr<<FONT 
            color=#ff00ff>0.2,colorCustom9,<FONT 
            color=#0000ff>IIf(Corr<<FONT 
            color=#ff00ff>0.5,colorAqua,<FONT 
            color=#0000ff>IIf(Corr<<FONT 
            color=#ff00ff>0.8,colorBrightGreen,colorGreen))))))); 
            
            <FONT 
            color=#0000ff>AddColumn( Corr, Ticker2, <FONT 
            color=#ff00ff>1.3, 1, Color); 
            
            } <FONT 
            face=Verdana size=2>Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend 
            SUGGESTIONS to 
            suggest@xxxxxxxxxxxxx-----------------------------------------Post 
            AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web 
            page: <A 
            href=""><FONT 
            face=Verdana 
            size=2>http://groups.yahoo.com/group/amiquote/messages/)<FONT 
            face=Verdana 
            size=2>--------------------------------------------Check group 
            FAQ at: <A 
            href=""><FONT 
            face=Verdana 
            size=2>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<FONT 
            face=Verdana size=2> Your use of Yahoo! Groups is 
            subject to the Yahoo! 
            Terms of Service. 
            
            
            Do you Yahoo!?<A 
            href=""><FONT face=Verdana 
            size=2>Protect your identity with Yahoo! Mail 
          AddressGuard<FONT face=Verdana 
          size=2>Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
          suggest@xxxxxxxxxxxxx-----------------------------------------Post 
          AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web 
          page: <A 
          href=""><FONT 
          face=Verdana 
          size=2>http://groups.yahoo.com/group/amiquote/messages/)<FONT 
          face=Verdana 
          size=2>--------------------------------------------Check group FAQ 
          at: <A 
          href=""><FONT 
          face=Verdana 
          size=2>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<FONT 
          face=Verdana size=2> Your use of Yahoo! Groups is subject 
          to the Yahoo! Terms of 
          Service. <FONT face=Verdana 
          size=2>Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
          suggest@xxxxxxxxxxxxx-----------------------------------------Post 
          AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web 
          page: <A 
          href=""><FONT 
          face=Verdana 
          size=2>http://groups.yahoo.com/group/amiquote/messages/)<FONT 
          face=Verdana 
          size=2>--------------------------------------------Check group FAQ 
          at: <A 
          href=""><FONT 
          face=Verdana 
          size=2>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<FONT 
          face=Verdana size=2> Your use of Yahoo! Groups is subject 
          to the Yahoo! Terms of 
          Service. <FONT face=Verdana 
        size=2>Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
        suggest@xxxxxxxxxxxxx-----------------------------------------Post 
        AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web 
        page: <A 
        href=""><FONT 
        face=Verdana 
        size=2>http://groups.yahoo.com/group/amiquote/messages/)<FONT 
        face=Verdana 
        size=2>--------------------------------------------Check group FAQ 
        at: <A 
        href=""><FONT 
        face=Verdana 
        size=2>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<FONT 
        face=Verdana size=2> Your use of Yahoo! Groups is subject to 
        the Yahoo! Terms of 
        Service. 
        
        
        Do you Yahoo!?<A 
        href=""><FONT face=Verdana 
        size=2>Protect your identity with Yahoo! Mail 
      AddressGuard<FONT face=Verdana 
      size=2>Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
      suggest@xxxxxxxxxxxxx-----------------------------------------Post 
      AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: 
      <FONT 
      face=Verdana 
      size=2>http://groups.yahoo.com/group/amiquote/messages/)<FONT 
      face=Verdana size=2>--------------------------------------------Check 
      group FAQ at: <A 
      href=""><FONT 
      face=Verdana 
      size=2>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<FONT 
      face=Verdana size=2> Your use of Yahoo! Groups is subject to 
      the Yahoo! Terms of 
      Service. 
      
      
      Do you Yahoo!?<A 
      href=""><FONT face=Verdana 
      size=2>Protect your identity with Yahoo! Mail 
    AddressGuard<FONT face=Verdana 
    size=2>Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
    suggest@xxxxxxxxxxxxx-----------------------------------------Post 
    AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: 
    <FONT 
    face=Verdana 
    size=2>http://groups.yahoo.com/group/amiquote/messages/)<FONT 
    face=Verdana size=2>--------------------------------------------Check 
    group FAQ at: <A 
    href=""><FONT 
    face=Verdana 
    size=2>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<FONT 
    face=Verdana size=2> Your use of Yahoo! Groups is subject to the 
    Yahoo! Terms of 
    Service. Send 
  BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
  suggest@xxxxxxxxxxxxx-----------------------------------------Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  Your use of Yahoo! Groups is subject to the <A 
  href="">Yahoo! Terms of Service. 

  
  
  Do you Yahoo!?Protect 
  your identity with Yahoo! Mail AddressGuard






Yahoo! Groups Sponsor


  ADVERTISEMENT 









Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html



Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.