Re: [amibroker] Re: Correlation Matrix - code help .... GOT IT!

[Jason Hart <jhart_1972@xxxxxxxxx>]

Paul,

 

Good point.  I tried substituting in a ROC expression in place of "C" in the 2 foreigns but got the same results. 

 

it went from this:

Var1 =

Foreign(Ticker1,"C");

To this:

Var1 =

Foreign(Ticker1,"ROC(C,1)");

I'm not a great programmer so I have two questions:  1.  is this the correct way of manipulating the foreign argument and  2.  is the original formula already correctly measuring the correlations by using ROC vs. closing price?

Jason

"Paul A." <amibroker@xxxxxxxxxxxxx> wrote:

> At 12:58 PM 3/5/2005, you wrote:
> > I thought I posted this to the forum.  Her'es what I posted:
>
> Yes, I saw it.  I thought that you had tinkered with it further to get it working, so I was asking for the finished code.  Thanks, I'll give it a ride.
>
> I'm curious.  How did you decide to go with correlating the raw prices rather than the price ROCs?
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html

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