RE: [amibroker] Momentum Ranking - A better way for QRS and other scoring

["Jayson" <jcasavant@xxxxxxxxxxx>]

<FONT face=Arial color=#0000ff 
size=2>Yuki,
if you 
are doing a 750 bar correlation then each day it looks at the last 750 bars to 
make its calculation...think of it like a moving average..it rolls back. A 100 
day ma shows a 100 day ma for each bar after the initial bars needed to make the 
calculation. If you on;ly want the current number then explore n=1 bar. The 
advantage of exploring a few (or looking at the chart) is to see how that trend 
is changing...
 
Regards, 
Jayson 
<FONT face=Tahoma 
size=2>-----Original Message-----From: Yuki Taga 
[mailto:yukitaga@xxxxxxxxxxxxx]Sent: Friday, December 19, 2003 3:56 
AMTo: JaysonSubject: Re: [amibroker] Momentum Ranking - A 
better way for QRS and other scoringHi 
Jayson,Friday, December 19, 2003, 2:21:39 PM, you wrote:J> 
click the correlation column to sort. Perhaps the data is indeedJ> there 
but if the start dates for the 2 stocks are notJ> 
aligned........J> In practice you will probably only need to see a 
small number ofJ> days to determine if the correlation is strengthening 
orJ> weakening. try setting your exploration periods to say...21I 
got yours to work Jayson, thanks.  Will try the other again later.All 
values should be between 0 and 1, it that correct?This maybe does not 
output exactly what I want however.  If I readthis right, it gives me 
day-by-day correlation values for each dayover the look back period.  
What I'm really looking for is a singlevalue over a longer period of time 
that indicates a tightcorrelation.  Is my thinking 
wrong?YukiSend BUG REPORTS to 
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