If you have any ideas, be my guest.
Ive made it public now.
At first, I thought the frequency mismatch was caused by using daily ticker data with the weekly CoreCombination100 data series. However, after creating a daily data series and passing it through the correlation function, the screener still produced the same error. I need to investigate this further.
In the meantime, I found a workaround: I wrapped the weekly CoreCombination100 data series in an Aggregate Series that updates daily, and then used that Aggregate Series as the input to the correlation function. The Aggregate Series rule is;
UnivAvg("True","Close(0,GetSeries(`CoreCombination100`))")That approach appears to work.
This still requires more investigation to identify the root cause issue preventing usage of the data series, but hopefully this workaround will help you continue your research in the meantime.
Ah, that will do as a workaround. I should have thought of this. Thanks for you help.
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