Re: [amibroker] correlation of SP500 to system Equity

[eric paradis <thechemistrybetweenus@xxxxxxxxx>]

Hi Charles, 

I just tried your suggestion, but I cant see it appear
anywhere. Does it appear on the screen somewhere or in
the backtest report? 

Thanks,

Eric



--- Charles Stangor <cstangor232@xxxxxxxxxxxxxxxxxx>
wrote:

> Eric.  It's not clear to me what you want to do.  I
> would think you could 
> just use something like the following to print the
> Pearson correlation 
> coefficient.
> 
> R = Correlation(Equity, SP500, 300);
> 
> printf (WriteVal(R));
> 
> 
> ----- Original Message ----- 
> From: "eric paradis"
> <thechemistrybetweenus@xxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, November 08, 2005 6:51 PM
> Subject: [amibroker] correlation of SP500 to system
> Equity
> 
> 
> > Hi,
> >
> > Ive got this idea to check out the correlation of
> my
> > equity curve to the SP500. Any ideas how I can get
> the
> > data to print out, preferably in the report or in
> > amibroker on the screen somewhere.
> >
> > Correlation(ForeignTrend,Ref(Equity(),-1),300);
> >
> > Thanks,
> >
> > Eric
> >
> >
> >
> > __________________________________
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> > Please note that this group is for discussion
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> >
> > To get support from AmiBroker please send an
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> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >t's not clear to me what you 
> 
> 



		
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