Calculate correlation

[maury314]

Hi all,
Can somebody help me to create a code for correlation between symbols of the same database and pick up not correlated symbols?
Thanks,
Maury

[beppe]

@maury314 this was discussed previously

Correlation Matrix

Hi, I have modified the code as described here: https://www.amibroker.com/kb/2014/12/04/how-to-display-correlation-between-symbols/ to display correlation of prices or returns. // How to display correlation between symbols //------------------------------------------- /// @link https://www.amibroker.com/kb/2014/12/04/how-to-display-correlation-between-symbols/ // To use the formula we need to do the following: // (1) select Tools -> Send to Analysis menu // (2) in the Analysis window, App…

Searching the forum is always a good idea!
An easier to understand example was also addressed in this KB article:

http://www.amibroker.com/kb/2014/12/04/how-to-display-correlation-between-symbols/