|
PureBytes Links
Trading Reference Links
|
I am running the following code (which I did not write)to create a
correlation matrix with an exploration. It works great.
What I want AB to do next though is to sift out all the symbols that
that meet a certian criteria and put them in a new watchlist.
ie. Sift or pool all symbols that have a correlation < .05 and > -
.05. and catagoreyaddsymbol function them into a new watchlist.
Can anybody lend a hand?
Thank you!!!
Here's the Matrix code...
/*This is the formula to create a correlation matrix in AB.
It is set up to run the correlation of the symbols in Watchlist 2
with the "define" filter catagory in the auto-analyser. In this
default case
this code will correlate the symbols in watchlist 2 with the symbols
in watchlist 2.
- Tools -> Send to Analysis
- press FILTER button and select Watchlist 2 in INCLUDE tab
- press EXPLORE button in AA window.*/
/*This retrieves a comma-seperated list of symbols belonging to
watchlist 2*/
symlist = CategoryGetSymbols( categoryWatchlist, 2 );
/*"Filter"controls which quotes are accepted,
if 1/true is assigned to that variable for a given symbol/quote
it will be displayed in the report.
"Status" returns run-time status of the analysis engine.
"Lastbarinrange" returns a 1(or true) on the last bar of the analysis
range*/
Filter = Status("lastbarinrange");
/*"StrExtract" exracts a given item (substring from a comma-seperated
list of items.
This "for" statement says to pull the first symbol in the "symlist"
that is not =
to a blank space.*/
for( i = 0; ( sym = StrExtract( symlist, i ) ) != ""; i++ )
{
/*"Run a 252 day correlation of the current symbol's close " */
Corr = Correlation( C, Foreign( sym, "C" ), 252 );
/*Color things real pretty like.*/
Clr = 32 + SelectedValue( Corr ) * 32;
AddColumn( Corr, sym, 1.2, ColorHSB( 128+Clr, 255, 255 ) , ColorHSB(
Clr, 255, 255 ) );
}
------------------------------------
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|