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No you have to use each field separately
Foreign("CR___CCS", "Close") - Foreign("CR___CCS", Open")
On 7/17/05, jacquesmmathieu <jacquesmmathieu@xxxxxxxxx> wrote:
> 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
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
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>
>
>
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>
>
>
--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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