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[amibroker] Re: Correlation clusters



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Trading Reference Links

> 
> symlist = CategoryGetSymbols( categoryWatchlist, 2 );
> Filter = Status("lastbarinrange");
catnum=Param("Watch List Number", 0, 0, 256, 1); 
> for( i = 0; ( sym = StrExtract( symlist, i ) ) != ""; i++ )
> {
> Corr = Correlation( C, Foreign( sym, "C" ), 252 );
  if ( (corr>=0.75) ) CategoryAddSymbol( sym, categoryWatchlist,catnum); 
> Clr = 32 + SelectedValue( Corr ) * 32;
> AddColumn( Corr, sym, 1.2, ColorHSB( 128+Clr, 255, 255 ) , ColorHSB(
> Clr, 255, 255 ) );
> }
>

or you can just rank the results of the exploration from AA
window,select the ones you want,  right click and choose "Add selected
to watch list"

cheers



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