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allan nathan
2013-07-14 19:58:10


Could someone help me locating the error in my code.It appears to be R2.Did I not use Pow correctly?I am trying to screen fo Rsquared..thanks


SPY = GetSeries("spy", close, LastData);
var1 = correl(perf(close, 1), perf(spy, 1), 30);
AddColumn("Correl", var1);
R2= Pow(var1,2);
addcolumn =("R2", Rsquared);
filter = var1 >= 0.5;



QuantShare
2013-07-15 03:03:27

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Best Answer
The error is with the second "AddColumn". Also the variable "Rsquared" is unknown.
You should type:
AddColumn("R2", R2);




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