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Date/Time: Tue, 23 Apr 2024 23:49:39 +0000



Correlation Matrix in Spreadsheet - how?

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[2016-06-05 09:20:54]
Cavalry3162 - Posts: 523
Hello SC,

i am a bit lost with the spreadsheet.

what i want to do is to create a correlation matrix, a bit like this: http://www.mrci.com/special/corr180.php just as a spreadsheet.

in your examples there was a chart involved all the time to get some data into the sheet. but there was never an example to get two or more charts into one spreadsheet.

can you point me into a direction?

In the end, i want to have that matrix for a couple different time frames (x days, x hours, x minutes), so there's probably quite some charts involved.
the data (as a starting point) should come out of these symbols (see attachment)

any help is highly appreciated!

thanks,
Andreas
image2016-06-05_05-19-50.png / V - Attached On 2016-06-05 09:20:46 UTC - Size: 566.17 KB - 545 views
[2016-06-06 00:02:44]
Sierra Chart Engineering - Posts: 104368
Here is the relevant documentation:
Referencing Other Charts in Spreadsheet Study Formulas
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
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[2021-05-05 13:26:39]
User864733 - Posts: 12
Hi,

I am wondering if anything simpler or a study exists to create a 3x3 or 5x5 table that compares populates correlations coefficient between a group of symbols. ES & NQ, ES & RTY, ES & CL, etc.?

Thank you,
[2021-05-05 14:43:06]
John - SC Support - Posts: 31059
Not built into the Sierra Chart spreadsheets. Nor is Matrix math supported in the Sierra Chart spreadsheets.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-05-05 15:09:49]
User864733 - Posts: 12
Is it possible to just print sthe value of the ES v. NQ correlation and not the line? ANd then I can print multiple and setup the table myself?
[2021-05-05 15:20:52]
John - SC Support - Posts: 31059
Yes, this would be fine. It's up to you. We just want to make sure you were aware that there are differences between the Sierra Chart spreadsheets and Excel.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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