// Downloaded From https://www.WiseStockTrader.com
// eCorrelationTable.afl
WLNum = Param("WatchlistNr",0,0,255,1);
CorrPd = 21;
list = GetCategorySymbols( categoryWatchlist, WLNum);
SetOption("NoDefaultColumns",True);

Filter = DateNum()==Status("rangetodate");
//SetSortColumns( 2 );
AddTextColumn(Name(),"Corr("+NumToStr(Corrpd,1.0)+")",1.0,width=70);
Ticker1= Name();

for( Col=0; (Ticker2=StrExtract( List, Col))!= ""; Col++)
{
 Var2 = Foreign(Ticker2,"C");
 Corr = Correlation( C/Ref(C,-1), Var2/Ref(Var2,-1), CorrPd);
 Color = IIf(Corr>0.5, colorLime, IIf(Corr>0,colorBrightGreen,IIf(Corr<-0.5, colorRed,IIf(Corr<0,colorOrange,colorWhite))));
 Color = IIf(Ticker1==Ticker2, 1, color);
 AddColumn( Corr, Ticker2, 1.3, 1, Color,width=60);
}