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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