[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] correlation of SP500 to system Equity



PureBytes Links

Trading Reference Links

YOu'll have to open the interpretation window.  -- View, Interpretation.


----- Original Message ----- 
From: "eric paradis" <thechemistrybetweenus@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, November 08, 2005 7:52 PM
Subject: Re: [amibroker] correlation of SP500 to system Equity


> 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
>> >
>> >
>> >
>> > __________________________________
>> > Yahoo! FareChase: Search multiple travel sites in
>> one click.
>> > http://farechase.yahoo.com
>> >
>> >
>> >
>> > 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
>> >
>> >
>> >
>> >
>> >
>> >t's not clear to me what you 
>> 
>> 
> 
> 
> 
> 
> __________________________________ 
> Yahoo! FareChase: Search multiple travel sites in one click.
> http://farechase.yahoo.com
> 
> 
> 
> 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
> 
> 
> 
> 
> 
>


------------------------ Yahoo! Groups Sponsor --------------------~--> 
Try Online Currency Trading with GFT. Free 50K Demo. Trade 
24 Hours. Commission-Free. 
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/