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RE: [Metastockusers] Re: Correlation Exploration?



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Since I don't have the EOD version, I'm not the best one to attempt
this.  Perhaps someone with EOD could try it?

Joe J.


-----Original Message-----
From:	dom1_1998
Sent:	Sat 11/23/2002 2:39 PM
To:	Metastockusers@xxxxxxxxxxxxxxx
Cc:	
Subject:	[Metastockusers] Re: Correlation Exploration?

Hi Joe:

I tried your formula but it came back as "This function ia available
only in MS Pro.

Any chance of writing one for verf 7.2 EOD.??

TIA,

Dominick



--- In Metastockusers@xxxx, "Joe J." <jojab@xxxx> wrote:
> Harold,
> 
> Here is a correlation formula I used to try and find out how stocks
were
> correlated to the SPY.  Obviously, you could replace the SPY with your
> .IXIC or the QQQ for that matter.
> 
> I decided to see how the 13 periods EMA's of the two correlated rather
> than doing a straight correlation thinking this might smooth out one
or
> two day swings, here and there.
> 
> I put this in Col A then used the filter to weed out stocks that
didn't
> have good average daily volume and meet a certain price range.  Then I
> simply clicked to sort on the report so I could see the most highly
down
> to least correlated.
> 
> From this, you should be able to do what you are looking to do.  You
> just have to tell it which security you are using as the base and
where
> to find it.
> 
> 
> Mov(
> Correl(
>  Mov(
>   Security(
>    "C:\metastock data\spy",C),
>  13,E),
>   Mov(C,13,E),
> 2,0),
> 100,E)
> 
> Good Trading,
> 
> Joe J.
> 
> 
> -----Original Message-----
> From:      hcour
> Sent:      Fri 11/22/2002 6:04 AM
> To:      Metastockusers@xxxx
> Cc:      
> Subject:      [Metastockusers] Re: Correlation Exploration?
> 
> Thanks Chris, I'm sure FT is great. But I would really have no need 
> for it other than that and I'm pretty sure this can be done in MS. I 
> just don't know how. The formula is as follows:
> 
> Correl(DataArray, DataArray, Periods, Shift)
> 
> Now I suppose I would put this in colA with the proper data and then 
> in the Filter put "cola > .80". But I don't know how to put in 
> the "proper data" or how to make it reference the index.
> 
> Again, any help appreciated!
> 
> Harold
> 
> 
> --- In Metastockusers@xxxx, -= Chris ß =- <baudecb1@xxxx> wrote:
> > Harold,
> > 
> > FastTrack will do that very quickly.  As a matter of fact, that is 
> one
> > of it's main feature.
> > 
> > see:  www.fasttrack.net
> > 
> > -= Chris ß =-
> > Using FastTrack/FastRUBE/FastTools/Trade/EZPnF/PSM/AmiBroker
> > FastBreakPro/SpeedResearch/Agent
> > (Moved from MSP to AmiB, and never looked back!)
> > 
> > On Thu, 21 Nov 2002 22:12:32 -0000, you wrote:
> > 
> > > I would like to find stocks that have high correlations to their 
> > > respective indices. For instance stocks that have a .80 or better 
> > > correlation to the .IXIC (Nasdaq).
> 
> 
> 
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