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Hi Roy:
Thanks for the info.
Here's what Here's what I was able to establish by typing one letter
or number at a time and let MS tell me what's next:
Mov(Correl(Mov(P,13,E),Mov(C,13,E),2,0),100,E).
Notice, I was not able to keep the ...13,E) right after what would've
been the SPY directory.
Thanks,
Dominick
--- In Metastockusers@xxxx, "Roy Larsen" <rlarsen@xxxx> wrote:
> Dominick
>
> You can use this sort of code in an MS EOD exploration if you first open
> your reference index (or stock) chart, mark the chart (highlight
it), and
> substitute "P" or "INDICATOR" for "Security("C:\metastock data\spy",C)".
> Also be aware that CLOSE is the only price you can pick up from an
index (or
> stock) unless you first create a separate indicator for one or more
one of
> the other prices (O,H,L) then drop that on the chart and mark it
instead of
> the base chart.
>
> Another way to select a different price would be to drop a 1 period
SMA onto
> the chart selecting the required price, then mark the SMA so that it is
> picked up by the P (INDICATOR) function.
>
> Roy
>
> > 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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