Removes all the instruments from 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 using the AddCloselyCorrelated function.

Syntax:

ResetCloselyCorrelated

 

Parameter:

Description:

<none>


 

Example:

' Remove all the close correlations.
instrument.ResetCloselyCorrelated

Returns:

Removes all the Closely correlated settings.

 

Links:

Correlation Properties

See Also:

 

 


Edit Time: 9/25/2017 09:09:58 AM


Topic ID#: 499

 

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