Instrument correlation properties allow you to access instrument information during a test.
Note:
These do not include zero sized trades.
Correlation Property Names: 
Description: 

closelyCorrelated 
String representation of all the closely correlated instruments. Symbols separated by colons. 
looselyCorrelated 
String representation of all the loosely correlated instruments. Symbols separated by colons. 


closelyCorrelatedLongUnits 
number of units long for all loosely correlated instruments 
closelyCorrelatedShortUnits 
number of units short for all closely correlated instruments 
looselyCorrelatedLongUnits 
number of units long for all loosely correlated instruments 
looselyCorrelatedShortUnits 
number of units short for all loosely correlated instruments 


closelyCorrelatedLongInstruments 
number of long closely correlated instruments 
closelyCorrelatedShortInstruments 
number of short closely correlated instruments 
looselyCorrelatedLongInstruments 
number of long loosely correlated instruments 
looselyCorrelatedShortInstruments 
number of short loosely correlated instruments 


closelyCorrelatedLongQuantity 
total quantity long for closely correlated instruments 
closelyCorrelatedShortQuantity 
total quantity short for closely correlated instruments 
looselyCorrelatedLongQuantity 
total quantity long for loosely correlated instruments 
looselyCorrelatedShortQuantity 
total quantity short for loosely correlated instruments 


closelyCorrelatedLongRisk 
total risk for closely correlated long instruments 
closelyCorrelatedShortRisk 
total risk for closely correlated short instruments 
looselyCorrelatedLongRisk 
total risk for loosely correlated long instruments 
looselyCorrelatedShortRisk 
total risk for loosely correlated short instruments 


closelyCorrelatedLongMargin 
total margin for closely correlated long instruments 
closelyCorrelatedShortMargin 
total margin for closely correlated short instruments 
looselyCorrelatedLongMargin 
total margin for loosely correlated long instruments 
looselyCorrelatedShortMargin 
total margin for loosely correlated short instruments 


closelyCorrelatedLongProfit 
total profit for closely correlated long instruments 
closelyCorrelatedShortProfit 
total profit for closely correlated short instruments 
looselyCorrelatedLongProfit 
total profit for loosely correlated long instruments 
looselyCorrelatedShortProfit 
total profit for loosely correlated short instruments 
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See Also: 

Edit Time: 9/25/2017 09:09:58 AM 
Topic ID#: 231 