Correlation Functions
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