For example: writing the stock "i" to the first row, stock "j" to the second row and the correlation in the third row. This would be a start in checking for co-integration.
--- In [email protected], "h3po" <h3p...@...> wrote: > > Thanks, > I need to modify my question; creating several thousands of correlation > arrays might not be the best solution. Instead I would want to calculate the > correlations one at a time, the main point being that I need to go through > all possible paircombinations while writing the result to some new array > (that can be interpreted afterwards). My immediate thought is som form of > nested loop.. How can one scroll through all combinations in a Group? > Thanks > > --- In [email protected], Craig Broadbear <craig@> wrote: > > > > I use the following exploration to create a correlation table: > > > > > > CorrPd = 30; > > list = GetCategorySymbols( categoryGroup , 0); > > > > SetOption("NoDefaultColumns",True); > > Filter = Status("LastBarInTest"); > > SetSortColumns( 1 ); > > AddTextColumn(Name(),"Correlation",1.0); > > Ticker1= Name(); > > > > for( Col=0; (Ticker2=StrExtract( List, Col))!= ""; Col++) > > { > > Var2 = Foreign(Ticker2,"C"); > > Corr = Correlation( C, Var2, CorrPd); > > Color = IIf(Corr>0, colorBrightGreen, IIf(Corr<0, > > colorRed,colorWhite)); > > Color = IIf(Ticker1==Ticker2, 1, Color); > > AddColumn( Corr, Ticker2, 1.3, 1, Color); > > } > > > > > > > > Craig > > > > > > On Mon, Sep 7, 2009 at 6:11 AM, h3po <h3pooo@> wrote: > > > > > > > > > > > Say, I have a Group1 in Amibroker populated with 180 stocktickers. For > > > every combination of the stocks in this Group I want to create and > > > calculate > > > a Correlation array. What will be the shortest AFLsyntax to accomplish > > > this? > > > Any hints appreciated. > > > Thanks > > > > > > > > > > > > > > > > > -- > > Broadgun Software > > www.pdfmachine.com > > www.museum-email-archive.com > > >
