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Since I don't have the EOD version, I'm not the best one to attempt
this. Perhaps someone with EOD could try it?
Joe J.
-----Original Message-----
From: dom1_1998
Sent: Sat 11/23/2002 2:39 PM
To: Metastockusers@xxxxxxxxxxxxxxx
Cc:
Subject: [Metastockusers] Re: Correlation Exploration?
Hi Joe:
I tried your formula but it came back as "This function ia available
only in MS Pro.
Any chance of writing one for verf 7.2 EOD.??
TIA,
Dominick
--- In Metastockusers@xxxx, "Joe J." <jojab@xxxx> wrote:
> Harold,
>
> Here is a correlation formula I used to try and find out how stocks
were
> correlated to the SPY. Obviously, you could replace the SPY with your
> .IXIC or the QQQ for that matter.
>
> I decided to see how the 13 periods EMA's of the two correlated rather
> than doing a straight correlation thinking this might smooth out one
or
> two day swings, here and there.
>
> I put this in Col A then used the filter to weed out stocks that
didn't
> have good average daily volume and meet a certain price range. Then I
> simply clicked to sort on the report so I could see the most highly
down
> to least correlated.
>
> From this, you should be able to do what you are looking to do. You
> just have to tell it which security you are using as the base and
where
> to find it.
>
>
> Mov(
> Correl(
> Mov(
> Security(
> "C:\metastock data\spy",C),
> 13,E),
> Mov(C,13,E),
> 2,0),
> 100,E)
>
> Good Trading,
>
> Joe J.
>
>
> -----Original Message-----
> From: hcour
> Sent: Fri 11/22/2002 6:04 AM
> To: Metastockusers@xxxx
> Cc:
> Subject: [Metastockusers] Re: Correlation Exploration?
>
> Thanks Chris, I'm sure FT is great. But I would really have no need
> for it other than that and I'm pretty sure this can be done in MS. I
> just don't know how. The formula is as follows:
>
> Correl(DataArray, DataArray, Periods, Shift)
>
> Now I suppose I would put this in colA with the proper data and then
> in the Filter put "cola > .80". But I don't know how to put in
> the "proper data" or how to make it reference the index.
>
> Again, any help appreciated!
>
> Harold
>
>
> --- In Metastockusers@xxxx, -= Chris ß =- <baudecb1@xxxx> wrote:
> > Harold,
> >
> > FastTrack will do that very quickly. As a matter of fact, that is
> one
> > of it's main feature.
> >
> > see: www.fasttrack.net
> >
> > -= Chris ß =-
> > Using FastTrack/FastRUBE/FastTools/Trade/EZPnF/PSM/AmiBroker
> > FastBreakPro/SpeedResearch/Agent
> > (Moved from MSP to AmiB, and never looked back!)
> >
> > On Thu, 21 Nov 2002 22:12:32 -0000, you wrote:
> >
> > > I would like to find stocks that have high correlations to their
> > > respective indices. For instance stocks that have a .80 or better
> > > correlation to the .IXIC (Nasdaq).
>
>
>
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