Re: [amibroker] Help please ... How to code correlation of index to share

["Anthony Faragasso" <ajf1111@xxxxxxxx>]

lookback=10;

x=IIf(GroupID()==1,Correlation(C,Foreign("^DJI","C"),Lookback)
IIf(GroupID()==2,Correlation(C,Foreign("^NDX","C"),Lookback)
IIf(GroupID()==3,Correlation(C,Foreign("^FTSE","c"),Lookback)
IIf(GroupID()==4,Correlation(C,Foreign("^GDAXI","c"),Lookback),0))));
 
Plot(x,"Correlation",colorRed,styleLine);

Title="( "+ WriteVal(LOOKBACK,1)+" )"+" period Correlation between... 
+Name()+ "...And..." + WriteIf(GroupID()==1,"^DJI",WriteIf(GroupID()==2,
^NDX",WriteIf(GroupID()==3,"^FTSE",WriteIf(GroupID()==4,"^GDAXI",""))))+" = 
+WriteVal(X,1.2);

Anthony
 
 
-------Original Message-------
 
From: amibroker@xxxxxxxxxxxxxxx
Date: Sunday, April 20, 2003 11:03:51
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Help please ... How to code correlation of index to
share
 
Hi folks. 
 
Got stuck with AFL ...
 
Lets say I have several groups set up, and each group contains a bunch of
shares, plus a corresponding index. For example:
 
Group    Shares                        Indice
1            30 Dow shares            ^DJI
2            100 Nasdaq shares      ^NDX
3            100 FTSE shares        ^FTSE
4            30 german shares        ^GDAXI
 
How can I set up an indicator that will plot the correlation of the current
share to the indice associated with that shares group? For example:
 
corr=(c,close from index in current share's group);
plot(corr,"correlation",colorblack,styleline);
 
Any sneaky way to code this without using 20 nested iif's? I have 20 groups.
..
 
 
Thanks,
 
Andy
 
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