Title: Re: [amibroker] Re: finding pairs
Since in this case you may have multiple rows with the same ticker this (afaik) cannot be done in a simple exploration. The AA can only test each ticker once (one row/ticker).
You may have to use two nested loops and test/save the correlated pairs. You can output the pairs to the Log window, interpretation window, debugview, or a file.
good luck,
herman
Saturday, August 22, 2009, 3:04:24 PM, you wrote:
> Hi Herman,
> I am aware of the correlation table. However, that table will show the correlation among ALL stocks.
> What I am trying to accomplish is something like this(pseudo code only to illustrated my intent):
> Correl = Correlation(StockA, StockB, 250);
Filter = Correl >> 0.8;
> AddColumn(StockA, "Ticker1");
> AddColumn(StockB, "Ticker2");
> AddColumn(Correl, "Correlation");
> And the output of the Exploration should look something like:
> Ticker1 Ticker2 Correlation
> XYZ ABC 0.867
> DFG JKI 0.932
> ..........
> In other words, I want to filter for high correlation pairs and output them
> in a tabular form as supposed to a matrix.
> Any help will be greatly appreciated,
> ------------------------------------
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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
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
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