[amibroker] Re: Affinity

["voyager_3k" <voyager3k@xxxxxxxxxxx>]

Perfect Herman!  I just did not know what keywords to look up.
Thanks for posting it.
AP

--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen" <psytek@xxx>
wrote:
>
> 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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