Keyword Description
Store and reference values in grid Columns based upon the value currently held in the associated X, Y, or Z integer value.
Class
Expression
Where Legal
Resources |
Entry Logic |
Exit Logic |
Initial Size |
Resize (Pre-Category) |
Resize (Category-Level) |
l |
l |
l |
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Syntax
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.
Example
Sample code
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[1]
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COLX,Y,Z are normally used inside of a loop. |
See also:
MVO example code \Sample Rules\view_Covariance_Matrix_GBL.sig