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Two or more Multi-Symbol strategy reports to give a correlation report of each strategy?

1 replies

8 years ago #114045

I have been able to get a correlation report of strategies from 2 or more strategies when they each have a single and same symbol being traded.

I have been able to get a correlation report of symbols from 1 or more multi-symbol portfolios.

Can I get a correlation report of strategies from 2 or more Multi-Symbol strategy reports from MT5? I seem to only be able to get a report on the correlation between the symbols but I want a correlation report between the strategies.

May all your fits be loose.

https://www.darwinex.com/darwin/SUG.4.2/

8 years ago #131951

OK, I got it. I had to load each multi-symbol mt5 report as a portfolio. then “merge” each single portfolio in to single strategy one at a time. Then create one portfolio from those.

May all your fits be loose.

https://www.darwinex.com/darwin/SUG.4.2/

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