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I've been writing some basic explorations using correlation and I've
come up with a problem. When I perform an exploration with this code:
Filter = Close > 20;
AddColumn(Correlation(Close, Foreign("CR___CCS", "Close"),
100), "CRB Index Correlation");
I get a correlation of 1 where CR___CCS intersects with itself, as I
should.
But when I use this code I don't:
Filter = Close > 20;
AddColumn(Correlation(Close - Open, Foreign("CR___CCS", "Close -
Open"), 100), "CRB Index Correlation");
I get a correlation of .12. Shouldn't the data be perfectly
correlated? Is "close - open" not a recognized field under the
foreign function? Any insight would be appreciated.
Thanks,
Jacques
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