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A:=Security("C:\\Metastock Data\\BM Data\\.SPX",C);
B:=((21*Sum(ROC(C,1,%)*ROC(A,1,%),21))-
(Sum(ROC(C,1,%),21)*Sum(ROC(A,1,%),21)))/
((21*Sum(Pwr(ROC(A,1,%),2),21)) -
Pwr(Sum(ROC(A,1,%),21),2));
ALPHA:=(Sum(ROC(C,1,%),21)-(B)*Sum(ROC( A,1,%),21))/21;
Alpha;
make sure that the security is in the proper folder
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