[amibroker] Re: Correlation Matrix - code help needed

["jhart_1972" <jhart_1972@xxxxxxxxx>]

Below is the code I used for a correlation matrix.  It sets up the 
tickers fine in the AFL box but there is no output (no results).  
Does anyone know what may be wrong?  

Thanks - Jason


 // Exploration to create
//Correlation matrix

// Be sure to set
//"Apply to" to desired wishlist Name

// Also, change the
//watchlist number ("2" in example below) to the correct number
//(zero based).


Buy=Sell=Short=Cover=0;


Filter =
Status("LastBarInTest");


list =
GetCategorySymbols(
categoryWatchlist,
20 ); 

for(
NumTickers=0; NumTickers
< 99 AND StrExtract(
list, NumTickers ) !=
"";
NumTickers++ ); 

AddTextColumn(Name(),"Ticker",1.0);


for(
Col=0;
Col<NumTickers; Col++) 

   { 

   Ticker1 =
Name(); 

   Ticker2 =
StrExtract( list, Col);


   Var1 =
Foreign(Ticker1,"C");


   Var2 =
Foreign(Ticker2,"C");


   Test =
Correlation( Var1, Var2,
8 ); 

   Color =
IIf(Test>0,
colorBrightGreen,
IIf(Test<0,
colorRed,
colorWhite)); 

   Color =
IIf(Ticker1==Ticker2,
1, Color); 

  
AddColumn( Test,
Ticker2, 1.3,
1, Color); 

   } 


--- In amibroker@xxxxxxxxxxxxxxx, "jhart_1972" <jhart_1972@xxxx> 
wrote:
> 
> forget it, I think I found one in the archives
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "jhart_1972" <jhart_1972@xxxx> 
> wrote:
> > 
> > I was wondering if anyone had a code that put together a 
> correlation 
> > matrix for a given watchlist.  For example, say you have a 
> watchlist 
> > of stocks, ETFs, Indexes, etc., I'd like to see how they 
correlate 
> > with one another.  I was thinking it would be ideal for up to 10 
> > securities, after that it may become a little overwhelming.  
> > 
> > I picture it in a table format looking a little like this (I 
hope 
> it 
> > posts OK)
> >              stk A    Stk B  Stk C   Stk D   
> > stock A        1.0     .5     .25      .5
> > stock B         
> > stock C        misc. corr numbers here
> > stock D
> > 
> > 
> > I haven't attempted to code this yet, so I figured I'd check 
here 
> > first.  I could either tackle the coding or face the wife's 
wrath 
> > over a crown molding project I've been putting off for weeks.  
If 
> > I'm smart I'll do the latter.
> > 
> > thanks - Jason





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