COLX, COLY, COLZ
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Store and reference values in grid Columns based upon the value currently held in the associated X, Y, or Z integer value.
COLX, COLX[n] or COLY, COLY[n] or COLZ, COLZ[n]
Where X is an integer value currently held in variable X to designate the COL of interest and n is an integer representing number of days ago.
GBL[Z] = COLZ * STD[COLY,W,0] * STD[COLX,W,0] 'when Z=1 and Y=2 and X=3 and W=30 this code places
the current contents of COL1 times the 30 day standard deviation of COL2 times the 30 day standard
deviation of COL3 into GBL
MVO example code \Sample Rules\view_Covariance_Matrix_GBL.sig