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I'm running the following script that was posted in the
group towards the end of last year.
//
Exploration to create Correlation matrix
Buy=Sell=Short=Cover=0;
Filter =
Status("LastBarInTest");
list =
GetCategorySymbols(
categoryWatchlist,
2
);
for(
NumTickers=0;
NumTickers <
100
AND
StrExtract( list, NumTickers ) != ""; NumTickers++ );
IIf(C>50,AddTextColumn(Name(),"Ticker",1.0),0);
for( Col=0; Col
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