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charc
Posted : Thursday, February 18, 2016 12:38:57 PM
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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.

 
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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
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