Forex groups/correlations

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Jason Mc
Roundtable Knight
Roundtable Knight
Posts: 105
Joined: Wed Dec 31, 1969 7:00 pm
Location: Sydney

Forex groups/correlations

Post by Jason Mc » Tue Feb 04, 2014 5:58 pm

Can someone please suggest how I can set up forex groups/correlations?

The futures dictionary allows for contracts to be put in groups. Correlations within the groups can then be assigned. However, the forex dictionary doesn't seem to have this functionality.

Accordingly, I am not able to use the unit limiter to restrict the number of forex positions (which is what I want to do).

Thanks

Jason

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