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The code that you posted before was for the
correlation between C and Ref(C, -5) for a single stock. It looks like you
now are looking at two stocks (I guess C or one and Ref(C, -5) of another.
Apples and oranges. To use a second stock get familiar with using the
functions that handle a second stock such as Foreign().
Bill
----- Original Message -----
Sent: Wednesday, March 19, 2008 1:30
AM
Subject: [amibroker] Re:
Correlation
>
oops:( correction: run the period
>
> --- In
amibroker@xxxxxxxxxxxxxxx,
"mytakeismine" <mytakeismine@xxx>
> wrote:
>>
>>
Hi Bill, yes and yes?
>> After rereading a few times I think the -5 is
in the
>> Ref(Close, -5) and I think I know what yor saying that the
"other"
> 5
>> is how long to run the array. Having two 5's in
one example is a
>> little confusing.
>>
>> When I
ran an AA and obtained a correlation factor of .97 between 2
>> stocks
(ref(close,-1) vrs close) over 30 days vrs manually
>>
calculating the same 2 stocks over the same period 1 day apart, I'm
>>
not even close... one stock up, the other should be up the next
> day,
>> when one is down the other should be down?
>>
>> What variable am I missing to not have a better 1 to 1
outcome?
>> Any help Any One?
>>
>>
Thanks
>>
>> kj
>>
>>
>>
--- In amibroker@xxxxxxxxxxxxxxx,
"wavemechanic" <timesarrow@>
>> wrote:
>>
>
>> > I believe the answer is yes and yes. Ref() is
generating an
> array
>> of C that are 5 days back from every
C. Correlation(..., ..., 5)
>> calculates the correlation
between C and Ref() over a 5 day period
>> and returns an array of
these values. To keep things straight you
>> have to keep in
mind what arrays are and the meaning and
> calculation
>> of
correlation values (r).
>> >
>> > Bill
>> >
>> >
>> > ----- Original Message -----
>>
> From: "mytakeismine" <mytakeismine@>
>> > To:
<amibroker@xxxxxxxxxxxxxxx>
>> > Sent: Tuesday, March 18, 2008 7:15 PM
>>
> Subject: [amibroker] Correlation
>> >
>> >
>> > > Hi I asked this back a few weeks ago... I am not sure I
>> understand so
>> > > if anyone could
elaborate.
>> > >
>> > > In the user guide it
states under Correlation:
>> > > SYNTAX correlation(
ARRAY1, ARRAY2, periods )
>> > >
>> > >
EXAMPLE // Correlation between Close price AND AND Close price
> 5
>> days
>> > > back
>> > >
Correlation( Close, Ref( Close, -5 ), 5 );
>> > >
>> > > In the example it states 5 days back, so is the -5 as in
>> > > ( Close, -5 ) the 5 days back.
>> > > Or
is the ", 5 );" as in "periods" in the syntax the 5 which
>>
causes
>> > > the 5 days back?
>> > >
>> > > Too many 5's
>> > >
>> > >
Thanks for your help and explanation!
>> > > kj
>> >
> mytakeismine
>> > >
>> > >
>> >
>
>> > > ------------------------------------
>>
> >
>> > > 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 NEW
RELEASE ANNOUNCEMENTS and other news always check
> DEVLOG:
>>
> > http://www.amibroker.com/devlog/
>> > >
>> > > For other support material
please check also:
>> > > http://www.amibroker.com/support.html
>> > > Yahoo! Groups Links
>> > >
>>
> >
>> > >
>> > >
>> > >
>> > > --
>> > > No virus found in this incoming
message.
>> > > Checked by AVG.
>> > > Version:
7.5.519 / Virus Database: 269.21.7/1333 - Release
> Date:
>>
3/18/2008 8:10 AM
>> > >
>> > >
>>
>
>>
>
>
>
>
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__._,_.___
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
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