Title: Re: [amibroker] Re: finding pairs
Does this help:
http://www.amibroker.org/userkb/2007/04/24/creating-a-correlation-table/
herman
Saturday, August 22, 2009, 3:46:45 AM, you wrote:
> 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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**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
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TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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