Reply To: Oscillator From Correlation Data

Optuma Forums Optuma Scripting Oscillator From Correlation Data Reply To: Oscillator From Correlation Data

#68127
Darren
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Hi Louis,

The only way to get average watchlist statistics is to create a custom breadth measure under Data > Market Breadth. Use the one line CORREL() formula and run it on the S&P 500 Sector ETFs symbol list, with the Breadth Action set to Average.

The current value, is 0.90 which matches your watchlist summary row. It makes for some interesting correlation cycles:

Capture

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