Posted By: AdamWu
plotHeatmap is not working - 07/29/20 22:47
Hi I was using the exact code of manual to plot assets correlation heat map:
Manual
But it olny shows a blank plot, have a look at the attachment.
And there is no warning/error message in the console:
_correlation_check compiling................
Test: _correlation_check 2015..2020
Some info:
Zorro version: 2.25
Broker: FXCM (demo)
Manual
Code
#define DAYS 252 // 1 year #define NN 30 // max number of assets #include <profile.c> // plot a heatmap of asset correlations function run() { BarPeriod = 1440; StartDate = 20150101; LookBack = DAYS; vars Returns[NN]; var Correlations[NN][NN]; // NN*NN matrix int N = 0; while(asset(loop("USD/CAD","EUR/USD","GBP/USD"))) { Returns[N] = series((price(0)-price(1))/price(0)); N++; // count number of assets } int i,j; if(!is(LOOKBACK)) { for(i=0; i<N; i++) for(j=0; j<N; j++) Correlations[N*i+j] = Correlation(Returns[i],Returns[j],DAYS); plotHeatmap(Correlations,N); quit(""); } }
But it olny shows a blank plot, have a look at the attachment.
And there is no warning/error message in the console:
Quote
_correlation_check compiling................
Test: _correlation_check 2015..2020
Some info:
Zorro version: 2.25
Broker: FXCM (demo)