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Title: Re: [amibroker] Re: PairTrading on Amibroker
Hi Angelo,
this code is going back quite some time :-)
I think the problem was that if data holes are padded, i.e. they are filled with prices from the previous bar, the correlation calculation would be based on artificial data and not on data that was actually traded. This would only happen if you miss data within the correlation period.
Best regards,
herman
Thursday, January 15, 2009, 9:51:46 AM, you wrote:
> Hi Herman,
> I'm not able to get the "padded data"problem cited as a warning in
> http://www.amibroker.org/userkb/2007/04/24/creating-a-correlation-table/
> Could you please add something on that?
> Thanks,
> Angelo.
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**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
*********************
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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