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[amibroker] Re: finding pairs



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It would be helpful if you provided a link to the other code that you are referencing. Without it, it is difficult to understand what you are trying to change.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <mikelaurataylor@xxx> wrote:
>
> there have been a few other posts in the pasts about finding
> correlations for pairs and in the code put up people have created a
> nice grid type of output.
> 
> i was unsuccessful at the logic of changing it and was hoping someone
> could help.
> 
> what i want to do is run through a watchlist and correlate each stock
> in the list against the other (which is what the other programs did
> too) but then i only want to list out 3 columns in the output...
> 
> 1. original ticker
> 2. foreign/other ticker
> 3. correlation
> 
> and i only want this if they correlate at least 70% over the last x
> period, could be 252 days like in the other code.
> 
> If anyone could provide me with a little guidance it would be appreciated.
> 
> thanks
> 
> mike
>




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