Correlation Properties
Contents
Instrument correlation properties allow you to access instrument information during a test.
Note:
These do not include zero sized trades.
Correlation Property Names: |
Description: |
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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. |
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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 |
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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 |
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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 |
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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 |
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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: |
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Edit Time: 9/21/2020 2:11:18 PM |
Topic ID#: 231 |