Instrument correlation functions allow you to dynamically control instruments correlations during a test.

 

Correlation Functions:

Descriptions:

AddCloselyCorrelated

adds an instrument to the close correlation matrix for this instrument

AddLooselyCorrelated

adds and instrument to the loose correlation matrix for this instrument

MaxSynchBars

This function returns the maximum available date synched bars between two series.  It was designed to be used with the CorrelationSynch and CorrelationLogSync functions to determine a minimum threshold value, return 0 or some other action.

ResetCloselyCorrelated

removes all instruments from the close correlation matrix for this instrument

ResetLooselyCorrelated

removes all instruments from the loose correlation matrix for this instrument

 

Links:

Correlation Properties

See Also:

 

 

Edit Time: 10/27/2020 11:36:02 AM

Topic ID#: 227

 

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