Correlation Functions

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The correlation functions allow you to control the correlations for instruments dynamically as a test runs.


 

 

ResetCloselyCorrelated

 

removes all instruments from the close correlation matrix for this instrument

ResetLooselyCorrelated

 

removes all instruments from the loose correlation matrix for this instrument

AddCloselyCorrelated

 

adds an instrument to the close correlation matrix for this instrument

AddLooselyCorrelated

 

adds and instrument to the loose correlation matrix for this instrument