AddCloselyCorrelated

Adds the specified market to the close correlation matrix for this instrument. This is usually done as part of a dynamic correlation evaluation process where instruments are added based on their recent correlation after a call has been made to the ResetCloselyCorrelated function.

NOTE: There is a maximum of 250 loose and 250 close correlations for each instrument. This function is enabled for futures, forex, and stocks.

Syntax

AddCloselyCorrelated( symbol )

Parameters

Example

' Add gold to the correlation matrix.

instrument.AddCloselyCorrelated( "GC" )