• Registered: 2019-11-30
  • Posts: 23

Topic: Correlation of Strategies

What is the default setting coefficient number for correlation for a pair?
Where and how can I change this setting?


For example, I would like each strategy for EURUSD on 1H to have a correlation coefficient between -.5 and .5.

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,117

Re: Correlation of Strategies

The default value is 0.98

You can find the settings in Tools -> Settings under the "Correlation analysis" section.

0.5 is a very harsh value. In any case, we want the balance line to rise smoothly from left to right. You may try to reduce the coefficient for an experiment.

If you research the behaviour, you may post screenshots of your collections generating with different settings.

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