Topic: Strategies corelliation test
I have system basket, and want to check how much they produce correlated results. Maybe someone has some method to check bunch of exported "Journal" excels for result correlation? Maybe someone can link to some resource or excel file how to do it, if of course someone already walked this path. I would be very great full!
At the time most of my found strategies are break out, trend following, meaning that probably all of them will produce wins or losses in the same days, what is very bad. I tried to find them in different pairs, different time frames, but in the news events like yesterday all markets tend to make similar movements... I want to get rid of highly correlated systems, choosing better ones.
Have a good weekend