Kindly Support For A Simple Efs On Correlation Thank You

[fabrizio]

Hi Esignal

I'm sorry but I am missing a function I am used to have in terms of correllations between two or more secuirities.

It is a very simple isseue I know .
I do not believe it is possible to develop with FW.

I have a bunch of Correlation in my EFS wharehouse, but none fits.

I simply looking fo the possibility to make an EFS non price study plotting and numerically displaiyng the price ( or volume or others parameters) correlation.

Is there something already made that I missed? can I have some suggestions on How realized it outside the FW

Thanks a lot.


__________________
Fabrizio L. Jorio Fili

[JayF]

fabrizio,

Could you describe how you want these symbols to correlate? Do you want them added together? divided by each other? overlayed on top of each other? (all of which can be done in 7.5 without an EFS.)

[fabrizio]

Jay

thank s for answer

Very simple ( conceptually)EFS:
-Non price study
plot in histogram or line the correlation of two securities .
0 = no correlation
0 to 100= from mild to total correlation ( i.e. prices moves exactly same manner)
0 to -100= form mild to total inverse correlation . (i.e. -100 prices moves exactly in the opposite manner)

I had it in......... and I miss it.

[a plus( not indispensable but great) would be the possibility to correlate any type of element ( volume, average volumes, OI,volatility etc etc.) in a different pane on same chart.]

Thanks a lot . If I can realize it via FW just briefly show me ......how

[JayF]

Sounds like a great tool... unfortunately, the math behind that is certainly beyond my creativity. Hopefully, one of the EFS experts can pick this idea up and run with it.

[fabrizio]

Thanks Jay anyway

[fabrizio]

I re-post the request

Is out there any good and kind gentleman that can help me to develop the below mentioned efs ?

Thanks a lot.

[fabrizio]

For the last time

For the last time I repost my simple request

Thank yuo aniway.

[dloomis]

What makes you think this is so easy?

I must be missing something?

[fabrizio]

David

With a Macro like language I was able to do it. I had an array of correlations pane .
Consequently to tha I believed was easy.

I admit what is clear: I am weak in EFS programming; and sionce I was not weak in that macro like language I feel myself limited in developing my Ideas and consequently my TS or signals.

If is not easy I apologize. And please disregard the request.

You are right :I will pack it and sent the project to Brad or Chris for a custom made project.

Thanks

[dloomis]

Re: Reply to post 'Kindly Support For A Simple Efs On Correlation Thank You'

If you have an example in another language that works, perhaps it will give
us a better idea how to do it.

Can you post it?

----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Saturday, January 10, 2004 2:45 PM
Subject: Reply to post 'Kindly Support For A Simple Efs On Correlation Thank
You'


> Hello dloomis,
>
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
>

[fabrizio]

David
all the studies are gone once I have close with CQG .

So the bestr I can do is find a Cqg platform , go to tool box rewrite them, retest them, and then post the script.

But really they are not "crucial "for my operativity. Is just some things that from now and then I miss. Period.

So thanks and either I stay without ( simplier) or i jot down the project for a commercial with chris or brad.

Thanks aniway

[ckryza]

Fabrizio:

I have two different correlation scripts in my Specialty Scripts group that at least contain the basic logic that you are looking for. Have you tried either one and, if so, exactly what is missing from them? Thanks.

Chris

[fabrizio]

Chris

Thanks for your answeer . I do have downloaded them but actually I supposed -( do not why) they were just for RTC corrrelation and never used them.

So now I go to my wharehouse and load them up and tell you.

Thanks.

[fabrizio]

Chris

This is it. Both the Spearman and the Pearson's are what I'm looking for

Spearman suits more my needs.

Sorry

Can you tell me what lines should I add in order to have the possibility to correlate not only the Secutity but others elements , like Volume, STD, Average OI, BETA etc etc..... ?

If too long - as actually is- no problem I can stay without it , this is just fine.

Thanks a Lot Chris