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[amibroker] Re: Winter project, Correlation Trading


  • Date: Wed, 23 Dec 2009 19:10:00 -0000
  • From: "Mike" <sfclimbers@xxxxxxxxx>
  • Subject: [amibroker] Re: Winter project, Correlation Trading

PureBytes Links

Trading Reference Links

Jerry,

I was involved in a similar thread recently, excecpt covering 1 year at a time. Perhaps you can alter the code for your needs.

http://finance.groups.yahoo.com/group/amibroker/message/144969

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "Jerry Gress" <pleasenospamplease@xxx> wrote:
>
> Hello All,
> 
> Would like to take the 1 minute data from three weeks ago and two weeks ago
> then super impose it on the following week. For example: Monday 7 Dec,
> Monday 14 all on Monday Dec 21.
> 
> 
> My feeble attempt that does not work for one week:
> 
> yut = DayOfWeek()==2;
> ytr = Ref(yut,-1);
> Plot(ytr,"",colorGreen,styleBar);
> 
> 
> So do I have to do the timeframe stuff?
> 
> Any help will be appreciated.
> 
> JG
>




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