[amibroker] Re: Correlation Question

["jacquesmmathieu" <jacquesmmathieu@xxxxxxxxx>]

Thanks a lot! You just saved me a few hours time.

Jacques

--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> No you have to use each field separately
>  Foreign("CR___CCS", "Close") - Foreign("CR___CCS", Open")
> 
> On 7/17/05, jacquesmmathieu <jacquesmmathieu@xxxx> 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
> > SUPPORT {at} amibroker.com
> > 
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > 
> > 
> > Yahoo! Groups Links
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> 
> 
> -- 
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/




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