Thanks Reef, its says I need to define NumColumns Variable I will look in help function re how to explore
thanks again ________________________________ From: reefbreak_sd <[email protected]> To: [email protected] Sent: Sat, 9 January, 2010 2:13:20 PM Subject: [amibroker] Re: Non-correlated markets in AB Joseph, Ah Ha ! You need to click EXPLORE not SCAN Reef --- In amibro...@yahoogrou ps.com, Joseph Occhipinti <joseph_occhipinti@ ...> wrote: > > thanks guys, i dont seem to have any issues now with formula, nor with > following the instructions in green in the formula, the only issue is that > the matrix table isnt automatically coming up after i select my watchlist and > hit scan > > not sure what step i am missing > > > > ____________ _________ _________ __ > From: reefbreak_sd <reefbreak_sd@ ...> > To: amibro...@yahoogrou ps.com > Sent: Sat, 9 January, 2010 2:53:34 AM > Subject: [amibroker] Re: Non-correlated markets in AB > > > I don't see any errors here. I'm running AB Pro Ver 5.2 on WinXP machine. > I'm using my WatchList #10 - a list of about 35 ETFs. The matrix comes out > in the AA window - highlighting horizontal or vertical rows cause no problems. > > ReefBreak > > --- In amibro...@yahoogrou ps.com, Joseph Occhipinti <joseph_occhipinti@ > ....> 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/ > > > > > > > > ____________ _________ _________ _________ _________ _________ _ > See what's on at the movies in your area. Find out now: http://au.movies. > yahoo.com/ session-times/ > __________________________________________________________________________________ See what's on at the movies in your area. Find out now: http://au.movies.yahoo.com/session-times/
