Re: [amibroker] Problem plotting an array

["Anthony Faragasso" <ajf1111@xxxxxxxx>]

Is your instrument1 variable enclosed in ""   ?

Do you have period1 defined.?

I ran the below script and it workd..

 

Period1=10;

t1 = Correlation( Foreign("GR", "Close"), Foreign("F", "Close"), Period1);

Plot(t1, "Correlation", colorYellow);

hv1 = StDev(log(t1/Ref(t1,-1)),Period1)*sqrt(260);

Plot(hv1,"Volatility", colorWhite,styleLine|styleOwnScale);

----- Original Message -----

From: Potato Soup

To: amibroker@xxxxxxxxxxxxxxx

Sent: Sunday, November 15, 2009 3:17 AM

Subject: [amibroker] Problem plotting an array

 

I have a simple script that calculates the correlation between two instruments. I then take the code we've been discussing for historical volatility, and try to plot the volatility of the correlation. However the second plot function of the volatility just shows a flat line at 0. Any ideas what I'm missing here?

    t1 = Correlation( Foreign(instrument1, "Close"), Foreign(instrument2, "Close"), period1);
    Plot(t1, "Correlation", colorYellow);

    hv1 = StDev(log(t1/Ref(t1,-1)),period1)*sqrt(260);
    Plot(hv1,"Volatility", colorWhite,styleLine|styleOwnScale);

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