• Download software • Tutorial videos
• Subscription & data-feed pricing • Class schedule


• New account application • Trading resources
• Margin rates • Stock & option commissions

Attention: Discussion forums are read-only for extended maintenance until further notice.
Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Worden Discussion Forum » Customer Training & Support » Ask a Trainer - TC2000 version 12/18 » Pair Correlation Scan

Pair Correlation Scan Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
charc
Posted : Thursday, February 18, 2016 12:38:57 PM
Registered User
Joined: 10/28/2009
Posts: 40

I would like to scan for highly correlated pairs (>.80 correlation for 60 bars) similar to XEL-CMS that consistantly depart from and revert back to the 10 SMA as the mean . Is there a PCF to do it? Is it possible to write one? Please assist.

 
Back to top
Bruce_L
Posted : Thursday, February 18, 2016 12:56:49 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

It is not generally possible to create a PCF for this sort of thing as there is no syntax in the Personal Criteria Formula Language for referencing other symbols.


-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Back to top
Users browsing this topic
Guest-1

Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.