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Re: [amibroker] Re: to HERMAN: N100 Correlation table



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Hello,

The limit of 100 columns has been removed from AmiBroker.

Although there is no limit anymore things get very slow when having
thousand columns in the result list.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, December 30, 2003 2:41 AM
Subject: [amibroker] Re: to HERMAN: N100 Correlation table


> Thank you, Herman,  for your reply.
> 
> It would work if the matrix was 100 x 100.
> But I'm thinking more like a 1000 x 1000 matrix.  
> It's beyond max columns of AmiBroker and Excel.
> 
> ysk
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen" <psytek@xxxx>
> wrote:
> > It would be a very long column...about 100x100 combinations. It is
> easier to
> > copy-n-past the results to Excel and use an Excel formula to find
> the max,
> > like Max(...xy data range ...) and/or use Excel Conditional
> formating to
> > color cells according to the limits.
> > 
> > DT recently posted a nice solution to extract the highest values
> from the
> > table... I think that might do exactly what you want.
> > 
> > herman
> >   -----Original Message-----
> >   From: qqqqq_99999_qqqqq [mailto:qqqqq_99999_qqqqq@x...]
> >   Sent: December 30, 2003 8:14 AM
> >   To: amibroker@xxxxxxxxxxxxxxx
> >   Subject: [amibroker] Re: to HERMAN: N100 Correlation table
> > 
> > 
> >   Hi,
> > 
> >   Is there any way to create a correlation table in a columnal form
> (
> >   security1, security2 and correaltion columns ) for easy sorting?
> > 
> >   ysk
> > 
> >   --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> <amibroker@xxxx>
> >   wrote:
> >   > Hello,
> >   >
> >   > The code is written in ineffective way because it calls Foreign
> for
> >   CURRENT security while it is not necessary at all.
> >   > Also it performs two loops when only one is needed.
> >   >
> >   > More efficient version is here:
> >   >
> >   > Filter = Status("LastBarInTest");
> >   > list = GetCategorySymbols( categoryWatchlist, 0 );
> >   >
> >   > AddTextColumn(Name(),"Correlation",1.0);
> >   > Ticker1= Name();
> >   >
> >   > for( Col=0; (Ticker2=StrExtract( List, Col))!= ""; Col++)
> >   > {
> >   >    Var2 = Foreign(Ticker2,"C");
> >   >    Corr = Correlation( C, Var2, 8 );
> >   >    Color = IIf(Corr>0, colorBrightGreen, IIf(Corr<0,
> >   colorRed,colorWhite));
> >   >    Color = IIf(Ticker1==Ticker2, 1, Color);
> >   >    AddColumn( Corr, Ticker2, 1.3, 1, Color);
> >   > }
> >   >
> >   > Hope this helps.
> >   >
> >   > Best regards,
> >   > Tomasz Janeczko
> >   > amibroker.com
> >   >   ----- Original Message -----
> >   >   From: Herman vandenBergen
> >   >   To: amibroker@xxxxxxxxxxxxxxx
> >   >   Sent: Friday, November 28, 2003 10:24 AM
> >   >   Subject: RE: [amibroker] Re: to HERMAN: N100 Correlation table
> >   >
> >   >
> >   >   Very nice DT, thanks! I'll be using that frequently. Below is
> what
> >   the Correlation matrix, with help from the list, developed into.
> >   >     // Exploration to create Correlation matrix
> >   >     Buy=Sell=Short=Cover=0;
> >   >     Filter = Status("LastBarInTest");
> >   >     list = GetCategorySymbols( categoryWatchlist, 2 );
> >   >     for( NumTickers=0; (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, 8 );
> >   >        Color = IIf(Test>0, colorBrightGreen, IIf(Test<0,
> colorRed,
> >   colorWhite));
> >   >        Color = IIf(Ticker1==Ticker2, 1, Color);
> >   >        AddColumn( Test, Ticker2, 1.3, 1, Color);
> >   >        }
> >   >
> >   >
> >   >
> >   >     -----Original Message-----
> >   >     From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> >   >     Sent: November 28, 2003 1:46 PM
> >   >     To: amibroker@xxxxxxxxxxxxxxx
> >   >     Subject: [amibroker] Re: to HERMAN: N100 Correlation table
> >   >
> >   >
> >   >     Herman,
> >   >     There is no need to write the 100 tickers. If they belong to
> >   WL10,
> >   >     then
> >   >     list = GetCategorySymbols( categoryWatchlist, 10 );
> >   >     tickerlist="";
> >   >     for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> >   >     {
> >   >     tickerlist=tickerlist+sym+",";
> >   >     }
> >   >     Title=tickerlist;
> >   >     The advantage is that you don't have to correct the code
> after
> >   any
> >   >     N100 change, it is done automatically as soon as you correct
> >   WL10.
> >   >     Note also that StrExtract()  needs a "comma-separated list
> of
> >   items",
> >   >     that's why the above +",".
> >   >     The result will have a "," at the end, but this is not a
> >   problem.
> >   >     Dimitris Tsokakis
> >   >     --- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill"
> >   <dmerrill@xxxx>
> >   >     wrote:
> >   >     > I've lost track of the original context, but could you do
> this
> >   even
> >   >     more
> >   >     > easily by iterating through the tickers in a known
> watchlist?
> >   >     >
> >   >     > Dave
> >   >     >
> >   >     >   this is actually the "data" type statement I have been
> >   looking
> >   >     for....
> >   >     > wanted to store individual thresholds in some easy way -
> this
> >   is
> >   >     easier than
> >   >     > a file system :-)
> >   >     >
> >   >     >   herman
> >   >     >     -----Original Message-----
> >   >     >     From: Tomasz Janeczko [mailto:amibroker@x...]
> >   >     >     Sent: November 28, 2003 7:37 AM
> >   >     >     To: amibroker@xxxxxxxxxxxxxxx
> >   >     >     Subject: Re: [amibroker] Re: to HERMAN: N100
> Correlation
> >   table
> >   >     >
> >   >     >
> >   >     >     Hello,
> >   >     >
> >   >     >     It would be shorter to write this that way:
> >   >     >
> >   >     >     TickerList =
> >   >     >
> >   "AAPL,ADBE,ADCT,ALTR,AMAT,AMG,AMZ,APCC,APOL,BB
> BY,BEAS,BIIB,BMET,BRCD
> >   >     ,BRCM,CD
> >   >     > WC,CEPH,"+
> >   >     >
> >   >     >
> >   "CHIR,CHKP,CHRW,CIE,CMCSA,CMVT,COST,CPWR,CSCO,
> CTAS,CTXS,DELL,DISH,DL
> >   >     TR,EBAY,
> >   >     > ERICY,ERTS,"+
> >   >     >
> >   >     >
> >   "ESRX,EXPD,FAST,FHCC,FISV,FLEX,GEZ,GILD,GTX,HG
> SI,HSIC,IACI,ICOS,ITC,
> >   >     ITU,IVG,
> >   >     > JDSU,JPR,KLAC,"+
> >   >     >
> >   >     >
> >   "LAMR,LLTC,LCR,MCHP,MEDI,MERQ,MLM,MST,MOLX,MSF
> T,MXIM,TAP,VDA,VLS,XTL
> >   >     ,ORCL,PA
> >   >     > YX,PCAR,PDCO,"+
> >   >     >
> >   >     >
> >   "PETM,PIXR,PSFT,PTE,QCOM,QLGC,RFMD,ROST,RYAAY,
> SAM,SBUX,SEBL,SIAL,SDK
> >   >     ,SPS,SPL
> >   >     > S,SPOT,SSCC,"+
> >   >     >     "SUW,SYMC,TEVA,TLAB,VRS,VRTS,WFMI,XLX,XRAY,YHOO";
> >   >     >
> >   >     >     Ticker = StrExtract( TickerList, n );
> >   >     >
> >   >     >     Hope this helps.
> >   >     >
> >   >     >     Best regards,
> >   >     >     Tomasz Janeczko
> >   >     >     amibroker.com
> >   >     >       ----- Original Message -----
> >   >     >       From: dirk schreiber
> >   >     >       To: amibroker@xxxxxxxxxxxxxxx
> >   >     >       Sent: Thursday, November 27, 2003 9:58 PM
> >   >     >       Subject: Re: [amibroker] Re: to HERMAN: N100
> Correlation
> >   table
> >   >     >
> >   >     >
> >   >     >       hi nand,
> >   >     >
> >   >     >       the #include file was posted by herman before, it
> goes
> >   like
> >   >     this:
> >   >     >
> >   >     >       // Include file
> >   >     >       Ticker =
> >   >     >       WriteIf(n==0 , "AAPL",
> >   >     >       WriteIf(n==1 , "ADBE",
> >   >     >       WriteIf(n==2 , "ADCT",
> >   >     >       WriteIf(n==3 , "ALTR",
> >   >     >       WriteIf(n==4 , "AMAT",
> >   >     >       WriteIf(n==5 , "AMGN",
> >   >     >       WriteIf(n==6 , "AMZN",
> >   >     >       WriteIf(n==7 , "APCC",
> >   >     >       WriteIf(n==8 , "APOL",
> >   >     >       WriteIf(n==9 , "BBBY",
> >   >     >       WriteIf(n==10 , "BEAS",
> >   >     >       WriteIf(n==11 , "BIIB",
> >   >     >       WriteIf(n==12 , "BMET",
> >   >     >       WriteIf(n==13 , "BRCD",
> >   >     >       WriteIf(n==14 , "BRCM",
> >   >     >       WriteIf(n==15 , "CDWC",
> >   >     >       WriteIf(n==16 , "CEPH",
> >   >     >       WriteIf(n==17 , "CHIR",
> >   >     >       WriteIf(n==18 , "CHKP",
> >   >     >       WriteIf(n==19 , "CHRW",
> >   >     >       WriteIf(n==20 , "CIEN",
> >   >     >       WriteIf(n==21 , "CMCSA",
> >   >     >       WriteIf(n==22 , "CMVT",
> >   >     >       WriteIf(n==23 , "COST",
> >   >     >       WriteIf(n==24 , "CPWR",
> >   >     >       WriteIf(n==25 , "CSCO",
> >   >     >       WriteIf(n==26 , "CTAS",
> >   >     >       WriteIf(n==27 , "CTXS",
> >   >     >       WriteIf(n==28 , "DELL",
> >   >     >       WriteIf(n==29 , "DISH",
> >   >     >       WriteIf(n==30 , "DLTR",
> >   >     >       WriteIf(n==31 , "EBAY",
> >   >     >       WriteIf(n==32 , "ERICY",
> >   >     >       WriteIf(n==33 , "ERTS",
> >   >     >       WriteIf(n==34 , "ESRX",
> >   >     >       WriteIf(n==35 , "EXPD",
> >   >     >       WriteIf(n==36 , "FAST",
> >   >     >       WriteIf(n==37 , "FHCC",
> >   >     >       WriteIf(n==38 , "FISV",
> >   >     >       WriteIf(n==39 , "FLEX",
> >   >     >       WriteIf(n==40 , "GENZ",
> >   >     >       WriteIf(n==41 , "GILD",
> >   >     >       WriteIf(n==42 , "GNTX",
> >   >     >       WriteIf(n==43 , "HGSI",
> >   >     >       WriteIf(n==44 , "HSIC",
> >   >     >       WriteIf(n==45 , "IACI",
> >   >     >       WriteIf(n==46 , "ICOS",
> >   >     >       WriteIf(n==47 , "INTC",
> >   >     >       WriteIf(n==48 , "INTU",
> >   >     >       WriteIf(n==49 , "IVGN",
> >   >     >       WriteIf(n==50 , "JDSU",
> >   >     >       WriteIf(n==51 , "JNPR",
> >   >     >       WriteIf(n==52 , "KLAC",
> >   >     >       WriteIf(n==53 , "LAMR",
> >   >     >       WriteIf(n==54 , "LLTC",
> >   >     >       WriteIf(n==55 , "LNCR",
> >   >     >       WriteIf(n==56 , "MCHP",
> >   >     >       WriteIf(n==57 , "MEDI",
> >   >     >       WriteIf(n==58 , "MERQ",
> >   >     >       WriteIf(n==59 , "MLNM",
> >   >     >       WriteIf(n==60 , "MNST",
> >   >     >       WriteIf(n==61 , "MOLX",
> >   >     >       WriteIf(n==62 , "MSFT",
> >   >     >       WriteIf(n==63 , "MXIM",
> >   >     >       WriteIf(n==64 , "NTAP",
> >   >     >       WriteIf(n==65 , "NVDA",
> >   >     >       WriteIf(n==66 , "NVLS",
> >   >     >       WriteIf(n==67 , "NXTL",
> >   >     >       WriteIf(n==68 , "ORCL",
> >   >     >       WriteIf(n==69 , "PAYX",
> >   >     >       WriteIf(n==70 , "PCAR",
> >   >     >       WriteIf(n==71 , "PDCO",
> >   >     >       WriteIf(n==72 , "PETM",
> >   >     >       WriteIf(n==73 , "PIXR",
> >   >     >       WriteIf(n==74 , "PSFT",
> >   >     >       WriteIf(n==75 , "PTEN",
> >   >     >       WriteIf(n==76 , "QCOM",
> >   >     >       WriteIf(n==77 , "QLGC",
> >   >     >       WriteIf(n==78 , "RFMD",
> >   >     >       WriteIf(n==79 , "ROST",
> >   >     >       WriteIf(n==80 , "RYAAY",
> >   >     >       WriteIf(n==81 , "SANM",
> >   >     >       WriteIf(n==82 , "SBUX",
> >   >     >       WriteIf(n==83 , "SEBL",
> >   >     >       WriteIf(n==84 , "SIAL",
> >   >     >       WriteIf(n==85 , "SNDK",
> >   >     >       WriteIf(n==86 , "SNPS",
> >   >     >       WriteIf(n==87 , "SPLS",
> >   >     >       WriteIf(n==88 , "SPOT",
> >   >     >       WriteIf(n==89 , "SSCC",
> >   >     >       WriteIf(n==90 , "SUNW",
> >   >     >       WriteIf(n==91 , "SYMC",
> >   >     >       WriteIf(n==92 , "TEVA",
> >   >     >       WriteIf(n==93 , "TLAB",
> >   >     >       WriteIf(n==94 , "VRSN",
> >   >     >       WriteIf(n==95 , "VRTS",
> >   >     >       WriteIf(n==96 , "WFMI",
> >   >     >       WriteIf(n==97 , "XLNX",
> >   >     >       WriteIf(n==98 , "XRAY",
> >   >     >       WriteIf(n==99 , "YHOO" , ""
> >   >     >
> >   ))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))
> >   >     ))))))))
> >   >     > ))))))))))))))))))))))))))))));
> >   >     >
> >   >     >       dirk
> >   >     >         ----- Original Message -----
> >   >     >         From: nkis22
> >   >     >         To: amibroker@xxxxxxxxxxxxxxx
> >   >     >         Sent: Thursday, November 27, 2003 5:16 PM
> >   >     >         Subject: [amibroker] Re: to HERMAN: N100
> Correlation
> >   table
> >   >     >
> >   >     >
> >   >     >         Will appreciate very much to see the #include AFL
> >   please
> >   >     >         thanks in advance
> >   >     >         nand
> >   >     >
> >   >     >
> >   >     >
> >   >     >
> >   >     >
> >   >     >
> >   >     >
> >   >     >
> >   >     >         --- In amibroker@xxxxxxxxxxxxxxx, dirk schreiber
> >   >     <tianatrading@xxxx>
> >   >     >         wrote:
> >   >     >         > hello herman,
> >   >     >         >
> >   >     >         > after playing around with your code a little
> bit, i
> >   >     realized that
> >   >     >         it is not showing a COMPLETE "heat list" of the
> n100.
> >   >     by "splitting
> >   >     >         up" the 100 stocks into two groups of 50, one for
> the
> >   x-
> >   >     axis and the
> >   >     >         other for the y-axis, we can't get the whole
> picture.
> >   the
> >   >     first
> >   >     > stock
> >   >     >         (AAPL) has its correlation only measured against
> >   stocks 50-
> >   >     99(JDSU-
> >   >     >         YHOO), but not for example against ADBE or ADCT.
> >   >     >         > thanks to posting your code i am beginning to
> >   understand
> >   >     the logic
> >   >     >         of looping better, so i just changed some numbers
> to
> >   have
> >   >     the loop
> >   >     > go
> >   >     >         through ALL possible combinations. it takes
> slightly
> >   longer
> >   >     (instead
> >   >     >         of 50*50=2500 it's 100*100=10000 calculations)
> and of
> >   >     course it has
> >   >     >         quite a lot of duplicate results, but i think it
> is
> >   the
> >   >     only way to
> >   >     >         calculate all correlations.
> >   >     >         > also, i changed the code from absolute to
> relative
> >   >     correlation,
> >   >     >         which gives different results.
> >   >     >         >
> >   >     >         > what do you think?
> >   >     >         >
> >   >     >         > dirk
> >   >     >         >
> >   >     >         >
> >   >     >         >
> >   >     >         > // Exploration N100 relative Correlation table
> >   >     >         >
> >   >     >         > Buy=Sell=Short=Cover=0;
> >   >     >         >
> >   >     >         > StkNum = Status("StockNum");
> >   >     >         >
> >   >     >         > Filter = Status("LastBarInTest") AND StkNum <
> 100;
> >   >     >         >
> >   >     >         > AddTextColumn(Name(),"Ticker",1.0);
> >   >     >         >
> >   >     >         > SetOption("nodefaultcolumns",1);
> >   >     >         >
> >   >     >         > n = StkNum;
> >   >     >         >
> >   >     >         > #include <NtoN100Ticker.afl>
> >   >     >         >
> >   >     >         > Ticker1 = Ticker;
> >   >     >         >
> >   >     >         > C1 = ROC(Foreign(Ticker1,"C"),1);
> >   >     >         >
> >   >     >         > for(m=1;m<=99;m++)
> >   >     >         >
> >   >     >         > {
> >   >     >         >
> >   >     >         > n=m;
> >   >     >         >
> >   >     >         > #include <NtoN100Ticker.afl>
> >   >     >         >
> >   >     >         > Ticker2 = Ticker;
> >   >     >         >
> >   >     >         > C2 = ROC(Foreign(Ticker2,"C"),1);
> >   >     >         >
> >   >     >         > Corr = Correlation(C1, C2, 8 );
> >   >     >         >
> >   >     >         > Color = IIf(Corr>0.7,8,4); // Add colors to
> make a
> >   heat
> >   >     map
> >   >     >         >
> >   >     >         > AddColumn(Corr,Ticker,1.3,1,Color);
> >   >     >         >
> >   >     >         > }
> >   >     >         >
> >   >     >         >
> >   >     >         >   ----- Original Message -----
> >   >     >         >   From:   Herman vandenBergen
> >   >     >         >   To: amibroker@xxxxxxxxxxxxxxx
> >   >     >         >   Sent: Wednesday, November 26, 2003 11:43   PM
> >   >     >         >   Subject: RE: [amibroker] to TOMASZ: how   to
> loop
> >   >     through a list
> >   >     >         of tickers ?
> >   >     >         >
> >   >     >         >
> >   >     >         >   A slight oversight in my previous code, you
> CAN
> >   list
> >   >     tickers by
> >   >     >         name (no string array needed) in the left most
> column
> >   >     with   the
> >   >     >         slightly different code below. Here is a fragment
> of
> >   the
> >   >     table.
> >   >     >         Include file can be found in previous post.
> >   >     >         >
> >   >     >         >
> >   >     >         >
> >   >     >         >   // N100 Correlation table
> >   >     >         > Buy=Sell=Short=Cover=0;
> >   >     >         > StkNum = Status("StockNum");
> >   >     >         > Filter = Status("LastBarInTest") AND StkNum <
> 50;
> >   >     >         > AddTextColumn(Name(),"Ticker",1.0);
> >   >     >         > n = StkNum;
> >   >     >         > #include <NtoN100Ticker.afl>
> >   >     >         > Ticker1 = Ticker;
> >   >     >         > C1 = Foreign(Ticker1,"C");
> >   >     >         > for(m=50;m<=99;m++)
> >   >     >         >    {
> >   >     >         >    n=m;
> >   >     >         >    #include <NtoN100Ticker.afl>
> >   >     >         >    Ticker2 = Ticker;
> >   >     >         >    C2 =   Foreign(Ticker2,"C");
> >   >     >         >    Corr = Correlation(C1, C2, 8 );
> >   >     >         >    Color = IIf(Corr>0,8,4); //   Add colors to
> make
> >   a
> >   >     heat map
> >   >     >         >    AddColumn(Corr,Ticker,1.3,1,Color);
> >   >     >         >    }
> >   >     >         >       -----Original Message-----
> >   >     >         > From: dirk schreiber     [ma
> ilto:tianatrading@xxxx]
> >   >     >         > Sent: November 27, 2003 2:03     AM
> >   >     >         > To: amibroker@xxxxxxxxxxxxxxx
> >   >     >         > Subject: [amibroker] to     TOMASZ: how to loop
> >   through a
> >   >     list of
> >   >     >         tickers ?
> >   >     >         >
> >   >     >         >
> >   >     >         >     i'm a bit surprised to see that     noone is
> >   >     answering my
> >   >     > call.
> >   >     >         >     so may i ask you directly,     tomasz, if
> what
> >   i
> >   >     asked is
> >   >     >         possible and if you could indicate me the right
> >   way to
> >   >     code
> >   >     >         this ??
> >   >     >         >
> >   >     >         >     thank you,
> >   >     >         >
> >   >     >         >     dirk
> >   >     >         >
> >   >     >         >           ----- Original Message -----
> >   >     >         >       From:       dirk       schreiber
> >   >     >         >       To: amibroker@xxxxxxxxxxxxxxx
> >   >     >         >       Sent: Monday, November 24, 2003 12:14    
>   PM
> >   >     >         >       Subject: Re: [amibroker] how to loop
> >   through
> >   >     a list of
> >   >     >         tickers ?
> >   >     >         >
> >   >     >         >
> >   >     >         >       noone ???
> >   >     >         >       i'll try again: as an       example, is it
> >   possible
> >   >     to
> >   >     >         calculate all correlations of the stocks
> >   constituting
> >   >     the
> >   >     >         nasdaq100 in one scan?
> >   >     >         >       my code below will explore       the
> >   correlations
> >   >     of IBM
> >   >     > with
> >   >     >         the other 99 constituents of my       nasdaq100
> >   watchlist.
> >   >     is there
> >   >     > a
> >   >     >         way in afl to tell amibroker to first      
> calculate
> >   these
> >   >     >         correlations for one stock, then go to the next
> and
> >   do the
> >   >     > same
> >   >     >         there and so forth, so that i could find out the
> 10
> >   highest
> >   >     >         correlations within the nasdaq100 for example ??
> >   >     >         >       i have tried many ideas but i       am
> stuck
> >   >     (haven't
> >   >     >         mastered the new loop formulas very well yet)
> >   ...
> >   >     >         >
> >   >     >         >       any help would be greatly      
> appreciated,
> >   maybe
> >   >     this
> >   >     >         procedure would interest other amibroker users as
> > 
> >   >     well.
> >   >     >         >
> >   >     >         >       thanks in       advance,
> >   >     >         >
> >   >     >         >       dirk
> >   >     >         >
> >   >     >         >
> >   >     >         > pair="IBM";
> >   >     >         >
> >   >     >         > x=Foreign(pair,"C");
> >   >     >         >
> >   >     >         > y=C;
> >   >     >         >
> >   >     >         > xpc=ROC(x,1);
> >   >     >         >
> >   >     >         > ypc=ROC(y,1);
> >   >     >         >
> >   >     >         > Graph0=Correlation(xpc,ypc,20);
> >   >     >         >
> >   >     >         > Graph1=Correlation(xpc,ypc,200);
> >   >     >         >
> >   >     >         > Filter=Graph0>0.7       AND Graph1>0.5;
> >   >     >         >
> >   >     >         > AddColumn(Graph0,"Cor20",1.2);
> >   >     >         >
> >   >     >         > AddColumn(Graph1,"Cor200",1.2);
> >   >     >         >
> >   >     >         > AddColumn(Graph0+Graph1,"total",1.2);
> >   >     >         >
> >   >     >         > Buy=0;
> >   >     >         >
> >   >     >         >
> >   >     >         >
> >   >     >         >
> >   >     >         >
> >   >     >         >               ----- Original Message -----
> >   >     >         >         From:         dirk schreiber
> >   >     >         >         To: amibroker@xxxxxxxxxxxxxxx
> >   >     >         >         Sent: Thursday, November 20, 2003
> >   6:56 PM
> >   >     >         >         Subject: [amibroker] how to loop
> >   through
> >   >     a list of
> >   >     >         tickers ?
> >   >     >         >
> >   >     >         >
> >   >     >         >                 hello,
> >   >     >         >
> >   >     >         >         this is my first         post.
> >   >     >         >         i have been working my way         into
> the
> >   ideas
> >   >     behind
> >   >     >         pair trading, reading the interesting posts by
> >   yuki
> >   >     a few
> >   >     >         months ago and writing some code.
> >   >     >         >         here is where i'm stuck:         when i
> >   calculate
> >   >     >         correlation, price ratio and other things like
> beta
> > 
> >   >     ratio it
> >   >     >         is my understanding that when scanning my
> database i
> >   can
> >   >     only
> >   >     >         compare one stock at a time with the rest of my
> >   universe. --
> >   >     is
> >   >     >         it         possible to calculate all correlations
> >   between
> >   >     all stocks
> >   >     >         in one scan??         i know that with big groups
> >   this
> >   >     would mean
> >   >     >         millions of         calculations, but for a group
> like
> >   the
> >   >     n100 this
> >   >     >         should be possible?
> >   >     >         >         can this be done by some         sort of
> >   loop?
> >   >     >         >         i searched the mailing list        
> archive
> >   and
> >   >     found only
> >   >     >         one hint by DT, talking about maybe using
> >   something
> >   >     like
> >   >     >         Status("STOCKNUM") == 0   , but i         could
> not
> >   work
> >   >     that out
> >   >     > ...
> >   >     >         >
> >   >     >         >         any help is         appreciated,
> >   >     >         >         thanks in         advance,
> >   >     >         >
> >   >     >         >         dirk
> >   >
> >   >
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