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Ooops. I see that many have already
responded. Can 40,000 Frenchmen be wrong? ;-)
----- Original Message -----
Sent: Wednesday, March 19, 2008 9:06
AM
Subject: Re: [amibroker] Re:
Correlation
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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>
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>
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8:10 AM
__._,_.___
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
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