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john_dxd_smith,
Did you reach a solution?
Best regards,
--- In amibroker@xxxxxxxxxxxxxxx, "john_dxd_smith" <john_dxd_smith@xxx> wrote:
>
> I'm trying to find top 100 positive/negative correlation pairs out of
> 3000 x 3000 correlation matrix.
>
> How do I change the script to produce 9 million rows of ( ticker1,
> ticker2, correlation ) so that I can just click to sort in AA result
> window ?
>
> WatchlistNum = 32;
> SetOption( "NoDefaultColumns", True );
> Filter = Status( "LastBarInTest" );
> list = GetCategorySymbols( categoryWatchlist, WatchlistNum );
> AddTextColumn( Name(), "Correlation", 1.0 );
> Ticker1= Name();
> for( Col=0; ( Ticker2 = StrExtract( List, Col ) ) != ""; Col++ )
> {
> Var2 = Foreign( Ticker2, "Close" );
> Corr = Correlation( Close, Var2, 20 );
> AddColumn( Corr, Ticker2, 1.6 );
> }
>
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