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This exploration was discussed sometime back on the list. Note
it points to WatchList zero (0)
herman.
SetOption("NoDefaultColumns",True);
Filter =
Status("LastBarInTest");
list = GetCategorySymbols( categoryWatchlist,
0); // <<<<<
set WL as needed
AddTextColumn(Name(),"Correlation",1.0);
Ticker1=
Name();
for( Col=0; (Ticker2=StrExtract( List, Col))!= "";
Col++)
{
Var2 = Foreign(Ticker2,"C");
Corr =
Correlation( C, Var2, 8);
Color = IIf(Corr>0,
colorBrightGreen, IIf(Corr<0, colorRed,colorWhite));
Color =
IIf(Ticker1==Ticker2, 1, Color);
AddColumn( Corr, Ticker2, 1.3, 1,
Color);
}
-----Original Message-----
From:
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
Behalf Of voyager_3k
Sent: Tuesday, March 21, 2006 4:13 PM
To:
amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Affinity
Anyone
have ideas on how to generate an exploration to find which
symbols might have
the best affinity for each other? That is, if one
moves up the other
does too, xx % of the times? Same with moving down.
For
example I'd like to know when AAPL moves, it may also mean a move
in some
other symbol, xx% of the time. That way when AAPL moves, one
can
monitor the other top affinity symbols for a possible entry.
Any
comments, directions, or code snippets
welcome.
AP
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