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Sorry - I've gotten busy with a business venture. If Herman isn't able
to post, I'll try to post a solution when I can in a few days. I sent
Herman a way to speed up his routine, but left off the output code. My
main interest in originally posting was in pointing up the benefit of an
AA raw output enhancement for the types of output you desired.
-- BruceR
--- In amibroker@xxxxxxxxxxxxxxx, "ezbentley" <ezbentley@xxx> wrote:
>
> Hi Herman and Bruce,
>
> Frankly, my understanding of AFL is nowhere near you guys' level. I
didn't really understand whether your discussion leads to any conclusion
regarding whether such a correlation filtering can be done. If there is
indeed some way to produce the desired output(Ticker1, Ticker2,
Correlation...), are you willing to share?
>
> I am sorry if I sound like I am just asking for stuff without
contributing, but this is really beyond my knowledge.
>
> Thanks,
>
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