Yahoo sometimes puts spaces where they don't belong. Change "= =" in the offending line to "==".
Mike --- In [email protected], Joseph Occhipinti <joseph_occhipi...@...> wrote: > > thanks, but the highlighted row below comes up as error > > // Exploration to create Correlation matrix original by Herman Van Ven Bergen > // In AutoAnalyzer, set Apply to -> Use Filter -> WatchList to same list as > Param -> ListNumber (zero based) > // Then set LookBackPeriods > // Modified by ReefBreak > // April, 2008 > > Listnumber = Param("Listnumber" ,1,1,263, 1); > LookBackPeriods = Param("Lookback Periods",3,1, 252,1); > > Buy=Sell=Short= Cover=0; > Filter = 1; > > list = GetCategorySymbols( categoryWatchlist, Listnumber); > > for( NumTickers=0; NumTickers < 99 AND StrExtract( list, NumTickers ) != ""; > NumTickers++ ); > { > //AddTextColumn( Name(),"Ticker" ,1.0); > for( Col=0; Col<NumTickers; Col++) > { > Ticker1 = Name(); > Ticker2 = StrExtract( list, Col); > Var1 = Foreign(Ticker1, "C"); > Var2 = Foreign(Ticker2, "C"); > Test = Correlation( Var1, Var2, LookBackPeriods ); > Color = IIf(Test>0, colorGreen, IIf(Test<0, colorRed, colorWhite)) ; > Color = IIf(Ticker1= =Ticker2, 1, color); > AddColumn( Test, Ticker2, 1.3, color); > } > } > > --- In amibro...@yahoogrou ps.com, Rajiv Arya <rajivarya87@ ...> wrote: > > > > > > correlation function > > > > To: amibro...@yahoogrou ps.com > > From: joseph_occhipinti@ ... > > Date: Thu, 7 Jan 2010 18:46:49 -0800 > > Subject: [amibroker] Non-correlated markets in AB > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Hi all > > > > Im in the process of looking into a couple of different trading strategies > > in commodities. I am keen to trade a basket of commodties simultaneously > > but i am mindful of not chosing a group that are strongly correlated (say > > 80%+), be it positively or inversely. > > > > My question to AB users is as follows - is there a function in AB that > > allows me to gauge such information? > > > > Or is it merely a case of eyeballing several charts and overlaying them on > > each other? > > ieal scenario would be to trade say 8 - 10 markets, all mostly uncorrelated > > > > could be: > > 5 commodities; > > 3 FX; > > 2 indicies. > > > > Cheers > > Joe > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > See what's on at the movies in your area. Find out now.. > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > ____________ _________ _________ _________ _________ _________ _ > > Hotmail: Trusted email with Microsoft's powerful SPAM protection. > > http://clk.atdmt. com/GBL/go/ 196390706/ direct/01/ > > > > > > > > > __________________________________________________________________________________ > See what's on at the movies in your area. Find out now: > http://au.movies.yahoo.com/session-times/ >
