[amibroker] Re: Programing help needed

["ct1942" <ct1942@xxxxxxxxx>]

Thanks for your help.

Cordell

--- In amibroker@xxxxxxxxxxxxxxx, "mric" <mric@xxx> wrote:
>
> I believe this is off the AB website function list, but not sure...
> 
> function crBeta (Market,Stock, LB) {
> 
> MarketReturn = (Market-Ref(Market,-1)) / Ref(Market,-1);
> 
> StockReturn = (Stock-Ref(Stock,-1)) / Ref(Stock,-1);
> 
> MarketSquared = MarketReturn*MarketReturn;
> 
> StockSquared = StockReturn*StockReturn;
> 
> MS = MarketReturn * StockReturn;
> 
> AvgMarketDelta = Sum(MarketReturn,LB) / LB;
> 
> AvgStockDelta = Sum(StockReturn,LB) / LB;
> 
> SumOfMarketSquared = Sum(MarketSquared,LB);
> 
> SumofStockSquared = Sum(StockSquared,LB);
> 
> SumOfMS = Sum(MS,LB);
> 
> return (SumOfMS - (LB*AvgMarketDelta*AvgStockDelta)) / 
> 
> SumOfMarketSquared - (LB*(AvgMarketDelta * AvgMarketDelta));
> 
> }
> 
> 
> 
> ForeignClose = Foreign("!SPX","Close",Fixup=1);
> 
> Beta = crBeta(ForeignClose,Close,256);
> 
> 
> 
> 
> 
>   ----- Original Message ----- 
>   From: ct1942 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Monday, March 20, 2006 9:38 PM
>   Subject: [amibroker] Programing help needed
> 
> 
>   Does anybody have a scan for beta that they wouldn't mind sharing?
> 
>   Thanks in advance.
> 
>   Cordell
> 
> 
> 
> 
> 
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