Forex groups/correlations
Posted: 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
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